SAIC gamma levels.
Where SAIC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SAIC $149.04 · up 0.07% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 135 (below price · 14.04 / 9.42% away); ↯ Surge, live flow 140 (below price · 9.04 / 6.07% away); ‖ call wall — sticky, but below price · not a ceiling from here 140 (below price · 9.04 / 6.07% away); ‖ put wall — floor, slippery 135 (below price · 14.04 / 9.42% away); ⚡ gamma flip 139.49 (below price · 9.55 / 6.41% away); ↘ Reversal 140 (below price · 9.04 / 6.07% away)
- Expected move today ±14.8 · pre-open reference
- Strikes nearest the money (high to low): 160 positive, 155 positive, 150 positive, 145 positive, 140 positive, 135 negative
- Since yesterday's close, positioning grew at 145 and faded at 135, 150.
- ATM implied volatility 39.4%