SIG gamma levels.

Where SIG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.

• SIG $117.18 · up 0.51% on the day · positive gamma overall (moves grind and levels hold)
• Levels: ★ Volt, the biggest level 115 (below price · 2.18 / 1.86% away); ↯ Surge, live flow 118 (above price · 0.82 / 0.70% away); ‖ call wall — sticky, but below price · not a ceiling from here 115 (below price · 2.18 / 1.86% away); ‖ put wall — floor, slippery 117 (below price · 0.18 / 0.15% away); ↘ Reversal 117 (below price · 0.18 / 0.15% away)
• Expected move today ±3.43
• Strikes nearest the money (high to low): 120 positive, 119 positive, 118 positive, 117 negative, 116 positive, 115 positive
• Since yesterday's close, positioning grew at 115, 117.
• ATM implied volatility 214.1%