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United Parcel Service UPS 95.79 1.04 1.1%

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ATM IV
0.245
Put Call Ratio (OI)
0.786
Put Call Ratio (Vol)
0.726
IV Rank
17.4
IV Percentile
10.6
Max Pain
95

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 2 $95 Put Wall $100 Key Put Strike 3 $110 Call Wall $115 Key Call Strike 2 $120 Key Call Strike 3