SEZL gamma levels.
Where SEZL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SEZL $110.85 · up 3.20% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 120 (above price · 9.15 / 8.25% away); ↯ Surge, live flow 115 (above price · 4.15 / 3.74% away); ‖ call wall — ceiling, sticky 120 (above price · 9.15 / 8.25% away); ‖ put wall — floor, slippery 100 (below price · 10.85 / 9.79% away); ⚡ gamma flip 103.69 (below price · 7.16 / 6.46% away); ↘ Reversal 100 (below price · 10.85 / 9.79% away)
- Expected move today ±12.6
- Strikes nearest the money (high to low): 125 positive, 120 positive, 115 positive, 110 negative, 105 negative, 100 negative
- Since yesterday's close, positioning grew at 120, 125 and faded at 80, 100, 105.
- ATM implied volatility 59.1%