WEN gamma levels.
Where WEN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- WEN $6.39 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 8 (above price · 1.61 / 25.20% away); ↯ Surge — live flow 6.5 (above price · 0.11 / 1.72% away); ‖ call wall — ceiling, sticky 8 (above price · 1.61 / 25.20% away); ‖ put wall — slippery, but above price · not a floor from here 6.5 (above price · 0.11 / 1.72% away); ↘ Reversal 6.5 (above price · 0.11 / 1.72% away)
- Expected move today ±0.38 · pre-open reference
- Strikes nearest the money (high to low): 7.5 positive, 7 positive, 6.5 negative, 6 negative, 5.5 negative, 5 negative
- Since yesterday's close, positioning grew at 6.5 and faded at 8, 9, 10.
- ATM implied volatility 52.3%