SE gamma levels.
Where SE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SE $75.73 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 95 (above price · 19.27 / 25.45% away); ↯ Surge, live flow 70 (below price · 5.73 / 7.57% away); ‖ call wall — ceiling, sticky 110 (above price · 34.27 / 45.25% away); ‖ put wall — slippery, but above price · not a floor from here 95 (above price · 19.27 / 25.45% away); ↘ Reversal 110 (above price · 34.27 / 45.25% away)
- Expected move today ±12.5 · pre-open reference
- Strikes nearest the money (high to low): 77.5 negative, 77 positive, 76.5 positive, 76 positive, 75 negative, 74 negative
- Since yesterday's close, positioning faded at 75, 78, 81.
- ATM implied volatility 117.9%