SIRI gamma levels.
Where SIRI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SIRI $26.61 · up 0.38% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 27.5 (above price · 0.89 / 3.34% away); ↯ Surge, live flow 28 (above price · 1.39 / 5.22% away); ‖ call wall — ceiling, sticky 27.5 (above price · 0.89 / 3.34% away); ‖ put wall — floor, slippery 23 (below price · 3.61 / 13.57% away)
- Expected move today ±1.50
- Strikes nearest the money (high to low): 28 positive, 27.5 positive, 27 positive, 26.5 positive, 26 negative, 25.5 negative
- Since yesterday's close, positioning grew at 27.5, 28 and faded at 27.
- ATM implied volatility 41.5%