SILJ gamma levels.
Where SILJ tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SILJ $29.62 · down 2.66% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 28.5 (below price · 1.12 / 3.78% away); ↯ Surge — live flow 28.5 (below price · 1.12 / 3.78% away); ‖ call wall — ceiling, sticky 40 (above price · 10.38 / 35.04% away); ‖ put wall — floor, slippery 28.5 (below price · 1.12 / 3.78% away); ↘ Reversal 32 (above price · 2.38 / 8.04% away)
- Expected move today ±1.99 · pre-open reference
- Strikes nearest the money (high to low): 31 positive, 30.5 negative, 30 positive, 29.5 negative, 29 negative, 28.5 negative
- Since yesterday's close, positioning grew at 28.5, 29.5, 31.5 and faded at 33, 35, 40.
- Event pricing: the options market prices an unusually large move into 2026-10-09 (±$4.89 by that date, about 1.9x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 50.0%