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 $57.77 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 75 (above price · 17.23 / 29.83% away); ↯ Surge, live flow 55 (below price · 2.77 / 4.79% away); ‖ call wall — ceiling, sticky 75 (above price · 17.23 / 29.83% away); ‖ put wall — slippery, but above price · not a floor from here 62.5 (above price · 4.73 / 8.19% away); ↘ Reversal 62.5 (above price · 4.73 / 8.19% away)
- Expected move today ±11.2 · pre-open reference
- Strikes nearest the money (high to low): 65 positive, 62.5 negative, 60 positive, 57.5 negative, 55 positive, 52.5 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 75, 80, 95 and faded at 42.5, 45.
- ATM implied volatility 98.7%