WEC gamma levels.
Where WEC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- WEC $104.91 · up 1.13% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 105 (above price · 0.09 / 0.09% away); ↯ Surge, live flow 105 (above price · 0.09 / 0.09% away); ‖ call wall — ceiling, sticky 105 (above price · 0.09 / 0.09% away); ‖ put wall — floor, slippery 100 (below price · 4.91 / 4.68% away); ⚡ gamma flip 102.86 (below price · 2.05 / 1.95% away); ↘ Reversal 100 (below price · 4.91 / 4.68% away)
- Expected move today ±3.01
- Strikes nearest the money (high to low): 115 positive, 110 positive, 105 positive, 100 negative, 97.5 negative, 95 negative
- Since yesterday's close, positioning grew at 105 and faded at 100, 110.
- ATM implied volatility 19.2%