SOLV gamma levels.
Where SOLV tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SOLV $85.41 · down 2.33% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 90 (above price · 4.59 / 5.37% away); ↯ Surge, live flow 85 (below price · 0.41 / 0.48% away); ‖ call wall — ceiling, sticky 90 (above price · 4.59 / 5.37% away); ‖ put wall — floor, slippery 85 (below price · 0.41 / 0.48% away); ↘ Reversal 85 (below price · 0.41 / 0.48% away)
- Expected move today ±9.13
- Strikes nearest the money (high to low): 100 positive, 95 positive, 90 positive, 85 negative, 80 positive, 75 positive
- Since yesterday's close, positioning grew at 95 and faded at 100, 105.
- ATM implied volatility 39.0%