SHEL gamma levels.
Where SHEL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- SHEL $90.47 · up 1.49% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 95 (above price · 4.53 / 5.01% away); ↯ Surge — live flow 80 (below price · 10.47 / 11.57% away); ‖ call wall — ceiling, sticky 95 (above price · 4.53 / 5.01% away); ‖ put wall — floor, slippery 87.5 (below price · 2.97 / 3.28% away); ↘ Reversal 87.5 (below price · 2.97 / 3.28% away)
- Expected move today ±2.37 · pre-open reference
- Strikes nearest the money (high to low): 97.5 sticky, 95 sticky, 92.5 sticky, 90 sticky, 87.5 slippery, 85 sticky
- ATM implied volatility 22.3%