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 $93.57 · down 2.77% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 100 (above price · 6.43 / 6.87% away); ↯ Surge — live flow 101 (above price · 7.43 / 7.94% away); ‖ call wall — ceiling, sticky 100 (above price · 6.43 / 6.87% away); ‖ put wall — floor, slippery 80 (below price · 13.57 / 14.50% away); ↘ Reversal 91 (below price · 2.57 / 2.75% away)
- Expected move today ±7.55 · pre-open reference
- Strikes nearest the money (high to low): 96 negative, 95 positive, 94 positive, 93 positive, 92 negative, 91 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 grew at 90, 120 and faded at 108, 110, 115.
- ATM implied volatility 57.8%