WY gamma levels.
Where WY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- WY $18.94 · down 0.84% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 19 (above price · 0.06 / 0.32% away); ↯ Surge, live flow 19 (above price · 0.06 / 0.32% away); ‖ call wall — sticky, but below price · not a ceiling from here 18 (below price · 0.94 / 4.96% away); ‖ put wall — slippery, but above price · not a floor from here 19 (above price · 0.06 / 0.32% away); ↘ Reversal 18 (below price · 0.94 / 4.96% away)
- Expected move today ±0.99
- Strikes nearest the money (high to low): 21 negative, 20 positive, 19 negative, 18 positive, 17 positive, 16 negative
- Since yesterday's close, positioning grew at 17.
- ATM implied volatility 36.4%