WAT gamma levels.
Where WAT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- WAT $405.42 · down 0.63% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 420 (above price · 14.58 / 3.60% away); ↯ Surge — live flow 400 (below price · 5.42 / 1.34% away); ‖ call wall — ceiling, sticky 420 (above price · 14.58 / 3.60% away); ‖ put wall — slippery, but above price · not a floor from here 410 (above price · 4.58 / 1.13% away); ↘ Reversal 410 (above price · 4.58 / 1.13% away)
- Expected move today ±19.2 · pre-open reference
- Strikes nearest the money (high to low): 430 positive, 420 positive, 410 negative, 400 positive, 390 positive, 380 negative
- Since yesterday's close, positioning faded at 400, 410, 420.
- ATM implied volatility 50.8%