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 $102.65 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 105 (above price · 2.35 / 2.29% away); ↯ Surge — live flow 104 (above price · 1.35 / 1.32% away); ‖ call wall — ceiling, sticky 140 (above price · 37.35 / 36.39% away); ‖ put wall — slippery, but above price · not a floor from here 105 (above price · 2.35 / 2.29% away); ⚡ gamma flip 100.96 (below price · 1.69 / 1.65% away); ↘ Reversal 140 (above price · 37.35 / 36.39% away)
- Expected move today ±4.52 · pre-open reference
- Strikes nearest the money (high to low): 105 negative, 104 negative, 103 positive, 102 negative, 101 negative, 100 positive
- Since yesterday's close, positioning faded at 140.
- ATM implied volatility 48.2%