SMR gamma levels.
Where SMR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SMR $8.86 · down 0.34% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 8 (below price · 0.86 / 9.71% away); ↯ Surge — live flow 9 (above price · 0.14 / 1.58% away); ‖ call wall — ceiling, sticky 10 (above price · 1.14 / 12.87% away); ‖ put wall — floor, slippery 8 (below price · 0.86 / 9.71% away); ↘ Reversal 10 (above price · 1.14 / 12.87% away)
- Expected move today ±0.74 · pre-open reference
- Strikes nearest the money (high to low): 10 positive, 9.5 positive, 9 positive, 8.5 positive, 8 negative, 7.5 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 9, 9.5 and faded at 8.5, 10, 12.
- ATM implied volatility 86.5%