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Baozun Inc BZUN 2.99 0.06 1.87%

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ATM IV
1.24
Put Call Ratio (OI)
0.715
Put Call Ratio (Vol)
0.263
IV Rank
18.6
IV Percentile
80.7
Max Pain
2.5

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)

$2 Put Wall $5 Call Wall $7 Key Put Strike 3