WELL gamma levels.
Where WELL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- WELL $230.29 · up 2.14% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 220 (below price · 10.29 / 4.47% away); ↯ Surge, live flow 230 (below price · 0.29 / 0.13% away); ‖ call wall — ceiling, sticky 250 (above price · 19.71 / 8.56% away); ‖ put wall — floor, slippery 220 (below price · 10.29 / 4.47% away); ⚡ gamma flip 230.59 (above price · 0.30 / 0.13% away); ↘ Reversal 250 (above price · 19.71 / 8.56% away)
- Expected move today ±9.06
- Strikes nearest the money (high to low): 260 positive, 250 positive, 240 positive, 230 positive, 220 negative, 210 negative
- Since yesterday's close, positioning grew at 240, 250, 270 and faded at 210, 220.
- ATM implied volatility 24.0%