WES gamma levels.
Where WES tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- WES $45.82 · up 1.75% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 47 (above price · 1.18 / 2.58% away); ↯ Surge, live flow 47 (above price · 1.18 / 2.58% away); ‖ call wall — ceiling, sticky 47 (above price · 1.18 / 2.58% away); ‖ put wall — floor, slippery 43 (below price · 2.82 / 6.15% away); ↘ Reversal 43 (below price · 2.82 / 6.15% away)
- Expected move today ±3.02 · pre-open reference
- Strikes nearest the money (high to low): 48 positive, 47 positive, 46 positive, 45 positive, 44 positive, 43 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- ATM implied volatility 26.1%