SMG gamma levels.
Where SMG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SMG $49.94 · up 0.16% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 47.5 (below price · 2.44 / 4.89% away); ↯ Surge, live flow 50 (above price · 0.06 / 0.12% away); ‖ call wall — ceiling, sticky 60 (above price · 10.06 / 20.14% away); ‖ put wall — floor, slippery 47.5 (below price · 2.44 / 4.89% away); ⚡ gamma flip 50.49 (above price · 0.55 / 1.10% away); ↘ Reversal 60 (above price · 10.06 / 20.14% away)
- Expected move today ±2.69
- Strikes nearest the money (high to low): 55 positive, 52.5 positive, 50 negative, 47.5 negative, 45 negative, 42.5 negative
- ATM implied volatility 43.7%