SITM gamma levels.
Where SITM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- SITM $614.83 · up 2.68% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 720 (above price · 105.17 / 17.11% away); ↯ Surge — live flow 600 (below price · 14.83 / 2.41% away); ‖ call wall — ceiling, sticky 680 (above price · 65.17 / 10.60% away); ‖ put wall — floor, slippery 720 (above price · 105.17 / 17.11% away); ⚡ gamma flip 593.89 (below price · 20.94 / 3.41% away); ↘ Reversal 680 (above price · 65.17 / 10.60% away)
- Expected move today ±20.5
- Strikes nearest the money (high to low): 640 slippery, 630 sticky, 620 slippery, 610 sticky, 600 sticky, 590 slippery
- Since yesterday's close, positioning grew at 550 and faded at 590, 640, 680.
- ATM implied volatility 71.7%