SG gamma levels.
Where SG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SG $9.85 · up 2.28% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 10 (above price · 0.15 / 1.52% away); ↯ Surge, live flow 2 (below price · 7.85 / 79.70% away); ‖ call wall — ceiling, sticky 10 (above price · 0.15 / 1.52% away); ‖ put wall — slippery, but above price · not a floor from here 15 (above price · 5.15 / 52.28% away); ↘ Reversal 15 (above price · 5.15 / 52.28% away)
- Expected move today ±0.85
- Strikes nearest the money (high to low): 11 positive, 10.5 positive, 10 positive, 9.5 positive, 9 positive, 8.5 positive
- Since yesterday's close, positioning grew at 11 and faded at 9.
- Event pricing: the options market prices an unusually large move into 2026-11-06 (±$2.57 by that date, about 2x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 100.5%