Pre-market
⌘K
Sign in Sign up

BlackBerry Limited BB 8.72 0.19 2.23%

Previous-day view · Tue Sep 22 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.852
Put Call Ratio (OI)
0.228
Put Call Ratio (Vol)
0.176
IV Rank
66.1
IV Percentile
82.6
Max Pain
8

Option Walls

A gamma wall is a strike where dealer gamma is concentrated.

Price often pauses or reverses there because dealers must hedge aggressively when the underlying crosses it. Walls above spot tend to act as resistance; walls below spot tend to act as support.

See also: Gamma exposure (GEX)

$5 Key Put Strike 3 $7 Key Put Strike 1 $8 Put Wall $10 Call Wall $15 Key Call Strike 3