SOXL gamma levels.
Where SOXL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SOXL $45.97 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 40 (below price · 5.97 / 12.99% away); ↯ Surge, live flow 50 (above price · 4.03 / 8.77% away); ‖ call wall — ceiling, sticky 100 (above price · 54.03 / 117.53% away); ‖ put wall — floor, slippery 40 (below price · 5.97 / 12.99% away); ↘ Reversal 100 (above price · 54.03 / 117.53% away)
- Expected move today ±13.2 · pre-open reference
- Strikes nearest the money (high to low): 48 positive, 47 negative, 46 negative, 45 negative, 44 negative, 43 negative
- Since yesterday's close, positioning grew at 40, 43, 100 and faded at 45, 50, 60.
- ATM implied volatility 207.7%