SN gamma levels.
Where SN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- SN $191.23 · down 0.85% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 195 (above price · 3.77 / 1.97% away); ↯ Surge — live flow 195 (above price · 3.77 / 1.97% away); ‖ call wall — ceiling, sticky 195 (above price · 3.77 / 1.97% away); ‖ put wall — floor, slippery 190 (below price · 1.23 / 0.64% away); ⚡ gamma flip 203.55 (above price · 12.32 / 6.44% away); ↘ Reversal 190 (below price · 1.23 / 0.64% away)
- Expected move today ±17.4
- Strikes nearest the money (high to low): 200 sticky, 195 sticky, 190 slippery, 185 sticky, 180 slippery, 175 sticky
- Since yesterday's close, positioning grew at 195.
- ATM implied volatility 35.4%