SIRI gamma levels.
Where SIRI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- SIRI $28.54 · up 0.14% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 30 (above price · 1.46 / 5.12% away); ↯ Surge — live flow 29.5 (above price · 0.96 / 3.36% away); ‖ call wall — ceiling, sticky 30 (above price · 1.46 / 5.12% away); ‖ put wall — floor, slippery 22 (below price · 6.54 / 22.92% away)
- Expected move today ±0.51
- Strikes nearest the money (high to low): 30 sticky, 29.5 sticky, 29 sticky, 28.5 sticky, 28 sticky, 27.5 slippery
- Since yesterday's close, positioning grew at 30 and faded at 29, 29.5, 33.
- ATM implied volatility 27.9%