SN gamma levels.
Where SN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SN $189.98 · up 2.70% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 195 (above price · 5.02 / 2.64% away); ↯ Surge, live flow 185 (below price · 4.98 / 2.62% away); ‖ call wall — ceiling, sticky 195 (above price · 5.02 / 2.64% away); ‖ put wall — floor, slippery 185 (below price · 4.98 / 2.62% away); ⚡ gamma flip 182.77 (below price · 7.21 / 3.80% away); ↘ Reversal 185 (below price · 4.98 / 2.62% away)
- Expected move today ±10.1
- Strikes nearest the money (high to low): 200 positive, 195 positive, 190 positive, 185 negative, 180 positive, 175 negative
- Since yesterday's close, positioning grew at 190, 195, 200 and faded at 175.
- ATM implied volatility 44.6%