WMT gamma levels.
Where WMT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- WMT $110.69 · up 0.52% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 110 (below price · 0.69 / 0.62% away); ↯ Surge — live flow 110 (below price · 0.69 / 0.62% away); ‖ call wall — sticky, but below price · not a ceiling from here 110 (below price · 0.69 / 0.62% away); ‖ put wall — floor, slippery 100 (below price · 10.69 / 9.66% away); ⚡ gamma flip 104.66 (below price · 6.03 / 5.45% away); ↘ Reversal 100 (below price · 10.69 / 9.66% away)
- Expected move today ±2.86 · pre-open reference
- Strikes nearest the money (high to low): 113 positive, 112 positive, 111 positive, 110 positive, 109 positive, 108 positive
- Since yesterday's close, positioning grew at 110, 111.
- ATM implied volatility 27.4%