WFC gamma levels.
Where WFC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- WFC $83.94 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 80 (below price · 3.94 / 4.69% away); ↯ Surge, live flow 87 (above price · 3.06 / 3.65% away); ‖ call wall — ceiling, sticky 87.5 (above price · 3.56 / 4.24% away); ‖ put wall — floor, slippery 80 (below price · 3.94 / 4.69% away); ⚡ gamma flip 85.33 (above price · 1.39 / 1.66% away); ↘ Reversal 87.5 (above price · 3.56 / 4.24% away)
- Expected move today ±3.55 · pre-open reference
- Strikes nearest the money (high to low): 86 positive, 85 negative, 84 positive, 83 positive, 82.5 negative, 82 positive
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 80 and faded at 85, 86.
- ATM implied volatility 30.4%