SON gamma levels.
Where SON tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SON $49.89 · up 2.34% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 45 (below price · 4.89 / 9.80% away); ↯ Surge, live flow 50 (above price · 0.11 / 0.22% away); ‖ call wall — ceiling, sticky 60 (above price · 10.11 / 20.26% away); ‖ put wall — floor, slippery 45 (below price · 4.89 / 9.80% away); ↘ Reversal 60 (above price · 10.11 / 20.26% away)
- Expected move today ±3.11 · pre-open reference
- Strikes nearest the money (high to low): 60 positive, 55 negative, 50 positive, 45 negative, 40 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 34.7%