SANM gamma levels.
Where SANM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SANM $173.06 · down 1.55% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 195 (above price · 21.94 / 12.68% away); ↯ Surge, live flow 195 (above price · 21.94 / 12.68% away); ‖ call wall — ceiling, sticky 195 (above price · 21.94 / 12.68% away); ‖ put wall — floor, slippery 165 (below price · 8.06 / 4.66% away); ↘ Reversal 165 (below price · 8.06 / 4.66% away)
- Expected move today ±38.1 · pre-open reference
- Strikes nearest the money (high to low): 185 positive, 180 negative, 175 positive, 170 positive, 165 negative, 160 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- ATM implied volatility 89.7%