SNY gamma levels.

Where SNY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.

• SNY $42.33 · up 0.21% on the day · positive gamma overall (moves grind and levels hold)
• Levels: ★ Volt, the biggest level 45 (above price · 2.67 / 6.31% away); ↯ Surge, live flow 42.5 (above price · 0.17 / 0.40% away); ‖ call wall — ceiling, sticky 45 (above price · 2.67 / 6.31% away); ‖ put wall — floor, slippery 40 (below price · 2.33 / 5.50% away); ⚡ gamma flip 39.99 (below price · 2.34 / 5.53% away); ↘ Reversal 40 (below price · 2.33 / 5.50% away)
• Expected move today ±3.43 · pre-open reference
• Strikes nearest the money (high to low): 47.5 positive, 45 positive, 42.5 positive, 40 negative, 37.5 negative, 35 negative
• Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
• ATM implied volatility 32.1%