W gamma levels.
Where W tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- W $106.14 · up 0.38% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 100 (below price · 6.14 / 5.78% away); ↯ Surge, live flow 106 (below price · 0.14 / 0.13% away); ‖ call wall — ceiling, sticky 115 (above price · 8.86 / 8.35% away); ‖ put wall — floor, slippery 100 (below price · 6.14 / 5.78% away); ⚡ gamma flip 102.66 (below price · 3.48 / 3.28% away); ↘ Reversal 115 (above price · 8.86 / 8.35% away)
- Expected move today ±7.48
- Strikes nearest the money (high to low): 109 positive, 108 positive, 107 positive, 106 positive, 105 positive, 104 positive
- Since yesterday's close, positioning grew at 107 and faded at 105, 106.
- Event pricing: the options market prices an unusually large move into 2026-11-06 (±$22.03 by that date, about 2.3x 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 58.0%