SNAP gamma levels.
Where SNAP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SNAP $4.96 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 5 (above price · 0.04 / 0.81% away); ↯ Surge, live flow 5.5 (above price · 0.54 / 10.89% away); ‖ call wall — ceiling, sticky 7 (above price · 2.04 / 41.13% away); ‖ put wall — slippery, but above price · not a floor from here 5 (above price · 0.04 / 0.81% away); ↘ Reversal 7 (above price · 2.04 / 41.13% away)
- Expected move today ±0.45 · pre-open reference
- Strikes nearest the money (high to low): 6 positive, 5.5 positive, 5 negative, 4.5 negative, 4 negative, 3.5 positive
- 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 15 and faded at 5, 5.5, 7.
- ATM implied volatility 66.0%