SEI gamma levels.
Where SEI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SEI $67.12 · up 2.21% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 70 (above price · 2.88 / 4.29% away); ↯ Surge — live flow 67.5 (above price · 0.38 / 0.57% away); ‖ call wall — ceiling, sticky 70 (above price · 2.88 / 4.29% away); ‖ put wall — floor, slippery 55 (below price · 12.12 / 18.06% away); ↘ Reversal 55 (below price · 12.12 / 18.06% away)
- Expected move today ±12.4
- Strikes nearest the money (high to low): 72.5 negative, 70 positive, 67.5 positive, 65 positive, 62.5 negative, 60 positive
- 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 67.5, 70, 85.
- ATM implied volatility 75.8%