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State Street SPDR S&P 600 SLYG 109.7 0.26 0.24%

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ATM IV
0.153
Put Call Ratio (OI)
0.625
Put Call Ratio (Vol)
0.714
IV Rank
3.65
IV Percentile
1.58
Max Pain
112

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)

$90 Key Put Strike 1 $100 Key Call Strike 2 $101 Key Put Strike 3 $102 Put Wall $110 Key Call Strike 3 $112 Call Wall