SJM gamma levels.
Where SJM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SJM $125.76 · up 0.24% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 135 (above price · 9.24 / 7.35% away); ↯ Surge, live flow 130 (above price · 4.24 / 3.37% away); ‖ call wall — sticky, but below price · not a ceiling from here 125 (below price · 0.76 / 0.60% away); ‖ put wall — slippery, but above price · not a floor from here 135 (above price · 9.24 / 7.35% away); ⚡ gamma flip 124.67 (below price · 1.09 / 0.87% away); ↘ Reversal 125 (below price · 0.76 / 0.60% away)
- Expected move today ±8.34 · pre-open reference
- Strikes nearest the money (high to low): 140 positive, 135 negative, 130 negative, 125 positive, 120 positive, 115 negative
- Since yesterday's close, positioning grew at 130, 135, 140 and faded at 120, 125.
- ATM implied volatility 40.6%