Pre-market
⌘K
Sign in Sign up

Vanguard Morningstar Large-Cap ETF VV 357.84 0.05 0.01%

Previous-day view · Tue Sep 22 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.11
Put Call Ratio (OI)
0.509
Put Call Ratio (Vol)
0.262
IV Rank
7.69
IV Percentile
1.19
Max Pain
300

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)

$285 Key Put Strike 2 $290 Key Put Strike 3 $295 Key Call Strike 3 $300 Max Pain $320 Key Put Strike 1 $345 Put Wall $360 Call Wall $390 Key Call Strike 1