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 $121.15 · up 0.26% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 125 (above price · 3.85 / 3.18% away); ↯ Surge — live flow 125 (above price · 3.85 / 3.18% away); ‖ call wall — ceiling, sticky 125 (above price · 3.85 / 3.18% away); ‖ put wall — slippery, but above price · not a floor from here 135 (above price · 13.85 / 11.43% away); ⚡ gamma flip 114.74 (below price · 6.41 / 5.29% away); ↘ Reversal 135 (above price · 13.85 / 11.43% away)
- Expected move today ±4.10 · pre-open reference
- Strikes nearest the money (high to low): 135 negative, 130 negative, 125 positive, 120 positive, 115 positive, 110 negative
- Since yesterday's close, positioning grew at 135 and faded at 120.
- ATM implied volatility 46.2%