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 $83.38 · up 0.28% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 80 (below price · 3.38 / 4.05% away); ↯ Surge — live flow 84 (above price · 0.62 / 0.74% away); ‖ call wall — ceiling, sticky 100 (above price · 16.62 / 19.93% away); ‖ put wall — floor, slippery 80 (below price · 3.38 / 4.05% away); ⚡ gamma flip 86.93 (above price · 3.55 / 4.26% away); ↘ Reversal 100 (above price · 16.62 / 19.93% away)
- Expected move today ±2.28 · pre-open reference
- Strikes nearest the money (high to low): 85 negative, 84 negative, 83 negative, 82.5 negative, 82 negative, 81 negative
- ATM implied volatility 30.3%