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Cambria Tail Risk ETF TAIL 9.97 0.01 0.1%

TAIL Options Support & Resistance

TAIL (Cambria Tail Risk ETF): Explore options-derived support and resistance levels, call walls and put walls. Free delayed preview.

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ATM IV
1.31
Put Call Ratio (OI)
0.00186
Put Call Ratio (Vol)
0.0169
IV Rank
12.3
IV Percentile
60.5
Max Pain
10

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)

$9 Key Put Strike 2 $10 Call Wall $11 Key Put Strike 3 $12 Key Call Strike 1