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 $48.22 · down 22.23% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 60 (above price · 11.78 / 24.43% away); ↯ Surge, live flow 55 (above price · 6.78 / 14.06% away); ‖ call wall — ceiling, sticky 90 (above price · 41.78 / 86.64% away); ‖ put wall — slippery, but above price · not a floor from here 60 (above price · 11.78 / 24.43% away); ↘ Reversal 90 (above price · 41.78 / 86.64% away)
- Expected move today ±5.96
- Strikes nearest the money (high to low): 60 negative, 55 negative, 50 negative, 45 negative, 40 negative, 35 negative
- 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 50 and faded at 60, 65, 90.
- ATM implied volatility 46.5%