UUUU gamma levels.
Where UUUU tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- UUUU $11.57 · up 2.21% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 11.5 (below price · 0.07 / 0.61% away); ↯ Surge — live flow 12 (above price · 0.43 / 3.72% away); ‖ call wall — ceiling, sticky 12 (above price · 0.43 / 3.72% away); ‖ put wall — floor, slippery 11.5 (below price · 0.07 / 0.61% away); ⚡ gamma flip 11.56 (below price · 0.01 / 0.09% away); ↘ Reversal 12 (above price · 0.43 / 3.72% away)
- Expected move today ±0.55 · pre-open reference
- Strikes nearest the money (high to low): 13 positive, 12.5 positive, 12 positive, 11.5 negative, 11 negative, 10.5 negative
- Since yesterday's close, positioning grew at 11.5, 12, 14.
- Event pricing: the options market prices an unusually large move into 2026-11-06 (±$3.40 by that date, about 2.4x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 93.3%