ZIM gamma levels.
Where ZIM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ZIM $29.36 · up 0.07% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 30 (above price · 0.64 / 2.18% away); ↯ Surge — live flow 30 (above price · 0.64 / 2.18% away); ‖ call wall — ceiling, sticky 30 (above price · 0.64 / 2.18% away); ‖ put wall — floor, slippery 27 (below price · 2.36 / 8.04% away); ↘ Reversal 27 (below price · 2.36 / 8.04% away)
- Expected move today ±0.87
- Strikes nearest the money (high to low): 30.5 positive, 30 positive, 29.5 negative, 29 positive, 28.5 positive, 28 positive
- Event pricing: the options market prices an unusually large move into 2026-10-09 (±$5.24 by that date, about 1.8x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 38.3%