WRBY gamma levels.
Where WRBY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- WRBY $25.91 · up 0.93% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 25 (below price · 0.91 / 3.51% away); ↯ Surge, live flow 26 (above price · 0.09 / 0.35% away); ‖ call wall — sticky, but below price · not a ceiling from here 25 (below price · 0.91 / 3.51% away); ‖ put wall — floor, slippery 23 (below price · 2.91 / 11.23% away); ↘ Reversal 23 (below price · 2.91 / 11.23% away)
- Expected move today ±1.04
- Strikes nearest the money (high to low): 27 positive, 26.5 positive, 26 positive, 25.5 positive, 25 positive, 24.5 negative
- Weekly magnet confluence: the next 3 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 26, 27, 35 and faded at 25.
- ATM implied volatility 204.9%