WAL gamma levels.
Where WAL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- WAL $77.38 · up 1.87% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 65 (below price · 12.38 / 16.00% away); ↯ Surge, live flow 72.5 (below price · 4.88 / 6.31% away); ‖ call wall — ceiling, sticky 97.5 (above price · 20.12 / 26.00% away); ‖ put wall — floor, slippery 65 (below price · 12.38 / 16.00% away); ⚡ gamma flip 75.22 (below price · 2.16 / 2.79% away); ↘ Reversal 97.5 (above price · 20.12 / 26.00% away)
- Expected move today ±6.50 · pre-open reference
- Strikes nearest the money (high to low): 82.5 positive, 80 positive, 77.5 negative, 75 positive, 72.5 negative, 70 negative
- Since yesterday's close, positioning grew at 72.5, 90, 97.5 and faded at 65.
- ATM implied volatility 30.1%