SNXX gamma levels.
Where SNXX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SNXX $9.32 · down 10.38% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 9 (below price · 0.32 / 3.43% away); ↯ Surge, live flow 10.5 (above price · 1.18 / 12.66% away); ‖ call wall — sticky, but below price · not a ceiling from here 9 (below price · 0.32 / 3.43% away); ‖ put wall — floor, slippery 4.5 (below price · 4.82 / 51.72% away); ↘ Reversal 4.5 (below price · 4.82 / 51.72% away)
- Expected move today ±1.58 · pre-open reference
- Strikes nearest the money (high to low): 10.5 positive, 10.38 positive, 9 positive, 8.88 negative, 7.5 positive, 7.38 negative
- ATM implied volatility 331.4%