SONY gamma levels.
Where SONY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SONY $26.08 · down 0.46% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 25 (below price · 1.08 / 4.14% away); ↯ Surge, live flow 27 (above price · 0.92 / 3.53% away); ‖ call wall — sticky, but below price · not a ceiling from here 25 (below price · 1.08 / 4.14% away); ‖ put wall — floor, slippery 20 (below price · 6.08 / 23.31% away)
- Expected move today ±0.76 · pre-open reference
- Strikes nearest the money (high to low): 27.5 positive, 27 positive, 26.5 positive, 26 positive, 25.5 positive, 25 positive
- Event pricing: the options market prices an unusually large move into 2026-11-06 (±$2.55 by that date, about 3.2x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 22.5%