SNX gamma levels.
Where SNX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SNX $247.34 · up 0.11% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 240 (below price · 7.34 / 2.97% away); ↯ Surge, live flow 270 (above price · 22.66 / 9.16% away); ‖ call wall — sticky, but below price · not a ceiling from here 240 (below price · 7.34 / 2.97% away); ‖ put wall — floor, slippery 210 (below price · 37.34 / 15.10% away); ↘ Reversal 210 (below price · 37.34 / 15.10% away)
- Expected move today ±27.4
- Strikes nearest the money (high to low): 270 negative, 260 negative, 250 negative, 240 positive, 230 negative, 220 negative
- Since yesterday's close, positioning faded at 200.
- ATM implied volatility 37.5%