WAB gamma levels.
Where WAB tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- WAB $285.77 · up 0.12% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 270 (below price · 15.77 / 5.52% away); ↯ Surge, live flow 280 (below price · 5.77 / 2.02% away); ‖ call wall — ceiling, sticky 290 (above price · 4.23 / 1.48% away); ‖ put wall — floor, slippery 270 (below price · 15.77 / 5.52% away); ⚡ gamma flip 282.09 (below price · 3.68 / 1.29% away); ↘ Reversal 290 (above price · 4.23 / 1.48% away)
- Expected move today ±9.15 · pre-open reference
- Strikes nearest the money (high to low): 310 positive, 300 positive, 290 positive, 280 negative, 270 negative, 260 negative
- ATM implied volatility 29.4%