SG gamma levels.
Where SG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- SG $6.97 · up 2.65% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 8 (above price · 1.03 / 14.78% away); ↯ Surge — live flow 6.5 (below price · 0.47 / 6.74% away); ‖ call wall — ceiling, sticky 8 (above price · 1.03 / 14.78% away); ‖ put wall — floor, slippery 5 (below price · 1.97 / 28.26% away); ↘ Reversal 5 (below price · 1.97 / 28.26% away)
- Expected move today ±0.24
- Strikes nearest the money (high to low): 8 sticky, 7.5 sticky, 7 sticky, 6.5 slippery, 6 sticky, 5.5 slippery
- Since yesterday's close, positioning grew at 7.5, 8, 10 and faded at 6.
- ATM implied volatility 71.4%