SNOW gamma levels.
Where SNOW tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SNOW $275.88 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 340 (above price · 64.12 / 23.24% away); ↯ Surge, live flow 280 (above price · 4.12 / 1.49% away); ‖ call wall — ceiling, sticky 340 (above price · 64.12 / 23.24% away); ‖ put wall — floor, slippery 270 (below price · 5.88 / 2.13% away); ⚡ gamma flip 264.73 (below price · 11.15 / 4.04% away); ↘ Reversal 270 (below price · 5.88 / 2.13% away)
- Expected move today ±24.9 · pre-open reference
- Strikes nearest the money (high to low): 282.5 negative, 280 negative, 277.5 positive, 275 positive, 272.5 positive, 270 negative
- Since yesterday's close, positioning grew at 240, 330, 340 and faded at 280, 285, 350.
- Event pricing: the options market prices an unusually large move into 2026-12-04 (±$60.26 by that date, about 1.9x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 65.1%