WDC gamma levels.
Where WDC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- WDC $458.29 · down 1.36% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 500 (above price · 41.71 / 9.10% away); ↯ Surge — live flow 500 (above price · 41.71 / 9.10% away); ‖ call wall — ceiling, sticky 500 (above price · 41.71 / 9.10% away); ‖ put wall — floor, slippery 400 (below price · 58.29 / 12.72% away); ⚡ gamma flip 459.95 (above price · 1.66 / 0.36% away); ↘ Reversal 420 (below price · 38.29 / 8.35% away)
- Expected move today ±32.9 · pre-open reference
- Strikes nearest the money (high to low): 465 positive, 462.5 positive, 460 positive, 457.5 positive, 455 negative, 452.5 positive
- Since yesterday's close, positioning grew at 400, 420, 500 and faded at 530.
- ATM implied volatility 80.2%