SHLS gamma levels.
Where SHLS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SHLS $7.03 · down 3.30% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 10 (above price · 2.97 / 42.25% away); ↯ Surge — live flow 7 (below price · 0.03 / 0.43% away); ‖ call wall — ceiling, sticky 10 (above price · 2.97 / 42.25% away); ‖ put wall — floor, slippery 5 (below price · 2.03 / 28.88% away); ↘ Reversal 5 (below price · 2.03 / 28.88% away)
- Expected move today ±0.75 · pre-open reference
- Strikes nearest the money (high to low): 10 positive, 9 positive, 8 positive, 7 positive, 6 negative, 5 negative
- Since yesterday's close, positioning faded at 7, 8, 10.
- ATM implied volatility 73.3%