SLG gamma levels.
Where SLG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SLG $50.93 · up 3.96% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 42.5 (below price · 8.43 / 16.55% away); ↯ Surge, live flow 52.5 (above price · 1.57 / 3.08% away); ‖ call wall — ceiling, sticky 52.5 (above price · 1.57 / 3.08% away); ‖ put wall — floor, slippery 42.5 (below price · 8.43 / 16.55% away); ⚡ gamma flip 49.84 (below price · 1.09 / 2.14% away); ↘ Reversal 52.5 (above price · 1.57 / 3.08% away)
- Expected move today ±4.30 · pre-open reference
- Strikes nearest the money (high to low): 57.5 positive, 55 positive, 52.5 positive, 50 positive, 47.5 negative, 45 positive
- ATM implied volatility 41.8%