SFM gamma levels.
Where SFM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SFM $73.18 · up 0.05% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 75 (above price · 1.82 / 2.49% away); ↯ Surge — live flow 70 (below price · 3.18 / 4.35% away); ‖ call wall — ceiling, sticky 100 (above price · 26.82 / 36.65% away); ‖ put wall — slippery, but above price · not a floor from here 75 (above price · 1.82 / 2.49% away); ⚡ gamma flip 77.66 (above price · 4.48 / 6.12% away); ↘ Reversal 100 (above price · 26.82 / 36.65% away)
- Expected move today ±4.36 · pre-open reference
- Strikes nearest the money (high to low): 85 positive, 80 negative, 75 negative, 70 negative, 65 negative, 60 negative
- Since yesterday's close, positioning grew at 75.
- ATM implied volatility 37.9%