SGI gamma levels.
Where SGI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SGI $64.13 · up 2.94% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 70 (above price · 5.87 / 9.15% away); ↯ Surge, live flow 85 (above price · 20.87 / 32.54% away); ‖ call wall — ceiling, sticky 70 (above price · 5.87 / 9.15% away); ‖ put wall — floor, slippery 60 (below price · 4.13 / 6.44% away)
- Expected move today ±10.0 · pre-open reference
- Strikes nearest the money (high to low): 70 positive, 67.5 positive, 65 negative, 62.5 positive, 60 negative, 57.5 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- ATM implied volatility 64.2%