SNPS gamma levels.
Where SNPS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SNPS $502.51 · down 1.47% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 500 (below price · 2.51 / 0.50% away); ↯ Surge, live flow 500 (below price · 2.51 / 0.50% away); ‖ call wall — sticky, but below price · not a ceiling from here 500 (below price · 2.51 / 0.50% away); ‖ put wall — floor, slippery 490 (below price · 12.51 / 2.49% away); ↘ Reversal 490 (below price · 12.51 / 2.49% away)
- Expected move today ±26.8
- Strikes nearest the money (high to low): 510 positive, 507.5 negative, 505 negative, 502.5 positive, 500 positive, 497.5 negative
- Since yesterday's close, positioning grew at 490, 500 and faded at 550.
- ATM implied volatility 45.1%