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 $24.08 · down 1.83% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 24.5 (above price · 0.42 / 1.74% away); ↯ Surge, live flow 26.5 (above price · 2.42 / 10.05% away); ‖ call wall — ceiling, sticky 24.5 (above price · 0.42 / 1.74% away); ‖ put wall — floor, slippery 23 (below price · 1.08 / 4.49% away); ↘ Reversal 23 (below price · 1.08 / 4.49% away)
- Expected move today ±1.06 · pre-open reference
- Strikes nearest the money (high to low): 25.5 positive, 25 positive, 24.5 positive, 24 positive, 23.5 positive, 23 negative
- Since yesterday's close, positioning grew at 24.5 and faded at 22.
- ATM implied volatility 78.2%