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Quadratic Interest Rate Volatility and IVOL 16.32 0.07 0.43%

IVOL Options Support & Resistance

IVOL (Quadratic Interest Rate Volatility and): Explore options-derived support and resistance levels, call walls and put walls. Free delayed preview.

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ATM IV
0.514
Put Call Ratio (OI)
0.877
Put Call Ratio (Vol)
1.97
IV Rank
12.7
IV Percentile
74.3
Max Pain
16

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)

$12 Key Put Strike 1 $16 Put Wall $17 Key Put Strike 3 $18 Call Wall $21 Key Call Strike 3