SITM gamma levels.
Where SITM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SITM $710.04 · up 0.08% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 700 (below price · 10.04 / 1.41% away); ↯ Surge, live flow 710 (below price · 0.04 / 0.01% away); ‖ call wall — ceiling, sticky 750 (above price · 39.96 / 5.63% away); ‖ put wall — floor, slippery 700 (below price · 10.04 / 1.41% away); ⚡ gamma flip 637.22 (below price · 72.82 / 10.26% away); ↘ Reversal 750 (above price · 39.96 / 5.63% away)
- Expected move today ±98.2
- Strikes nearest the money (high to low): 740 positive, 730 positive, 720 negative, 710 positive, 700 negative, 690 positive
- Since yesterday's close, positioning grew at 700 and faded at 460, 510.
- ATM implied volatility 69.4%