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 $130.32 · up 0.48% on the day · negative gamma overall (moves tend to extend)
• Levels: ★ Volt — biggest level 120 (below price · 10.32 / 7.92% away); ↯ Surge — live flow 130 (below price · 0.32 / 0.25% away); ‖ call wall — sticky, but below price · not a ceiling from here 130 (below price · 0.32 / 0.25% away); ‖ put wall — floor, slippery 120 (below price · 10.32 / 7.92% away); ↘ Reversal 130 (below price · 0.32 / 0.25% away)
• Expected move today ±7.11 · pre-open reference
• Strikes nearest the money (high to low): 145 positive, 140 positive, 135 negative, 130 positive, 125 negative, 120 negative
• Since yesterday's close, positioning grew at 115, 120 and faded at 130.
• ATM implied volatility 78.5%