SBAC gamma levels.
Where SBAC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SBAC $161.82 · up 2.10% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 175 (above price · 13.18 / 8.14% away); ↯ Surge, live flow 185 (above price · 23.18 / 14.32% away); ‖ call wall — ceiling, sticky 165 (above price · 3.18 / 1.97% away); ‖ put wall — slippery, but above price · not a floor from here 175 (above price · 13.18 / 8.14% away); ⚡ gamma flip 163.04 (above price · 1.22 / 0.75% away); ↘ Reversal 165 (above price · 3.18 / 1.97% away)
- Expected move today ±11.1
- Strikes nearest the money (high to low): 175 negative, 170 negative, 165 positive, 160 negative, 155 negative, 150 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 165, 175, 185.
- ATM implied volatility 32.2%