SIL gamma levels.
Where SIL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SIL $75.58 · down 2.52% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 90 (above price · 14.42 / 19.08% away); ↯ Surge, live flow 75 (below price · 0.58 / 0.77% away); ‖ call wall — ceiling, sticky 90 (above price · 14.42 / 19.08% away); ‖ put wall — slippery, but above price · not a floor from here 80 (above price · 4.42 / 5.85% away); ⚡ gamma flip 73.37 (below price · 2.21 / 2.92% away); ↘ Reversal 80 (above price · 4.42 / 5.85% away)
- Expected move today ±9.19 · pre-open reference
- Strikes nearest the money (high to low): 78 negative, 77 negative, 76 negative, 75 negative, 74 negative, 73 negative
- Since yesterday's close, positioning grew at 70 and faded at 80, 90.
- ATM implied volatility 48.1%