WK gamma levels.
Where WK tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- WK $85.80 · up 0.89% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 85 (below price · 0.80 / 0.93% away); ↯ Surge, live flow 85 (below price · 0.80 / 0.93% away); ‖ call wall — ceiling, sticky 110 (above price · 24.20 / 28.21% away); ‖ put wall — floor, slippery 85 (below price · 0.80 / 0.93% away); ↘ Reversal 110 (above price · 24.20 / 28.21% away)
- Expected move today ±15.2
- Strikes nearest the money (high to low): 100 positive, 95 positive, 90 positive, 85 negative, 80 positive, 75 negative
- Since yesterday's close, positioning grew at 110 and faded at 75.
- ATM implied volatility 63.5%