SHAZ gamma levels.
Where SHAZ tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SHAZ $53.01 · down 3.05% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 60 (above price · 6.99 / 13.19% away); ↯ Surge — live flow 65 (above price · 11.99 / 22.62% away); ‖ call wall — ceiling, sticky 60 (above price · 6.99 / 13.19% away); ‖ put wall — floor, slippery 40 (below price · 13.01 / 24.54% away); ↘ Reversal 40 (below price · 13.01 / 24.54% away)
- Expected move today ±13.4 · pre-open reference
- Strikes nearest the money (high to low): 65 positive, 60 positive, 55 negative, 50 positive, 45 negative, 40 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 faded at 70, 100.
- ATM implied volatility 105.7%