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 $78.47 · down 0.81% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 75 (below price · 3.47 / 4.42% away); ↯ Surge — live flow 67.5 (below price · 10.97 / 13.98% away); ‖ call wall — ceiling, sticky 97.5 (above price · 19.03 / 24.25% away); ‖ put wall — floor, slippery 75 (below price · 3.47 / 4.42% away); ⚡ gamma flip 79.88 (above price · 1.41 / 1.80% away); ↘ Reversal 97.5 (above price · 19.03 / 24.25% away)
- Expected move today ±4.01 · pre-open reference
- Strikes nearest the money (high to low): 85 negative, 82.5 negative, 80 positive, 77.5 negative, 75 negative, 72.5 negative
- Since yesterday's close, positioning grew at 75, 77.5, 80 and faded at 30, 85, 97.5.
- ATM implied volatility 31.3%