SOXX gamma levels.
Where SOXX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SOXX $569.15 · down 0.63% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 600 (above price · 30.85 / 5.42% away); ↯ Surge — live flow 560 (below price · 9.15 / 1.61% away); ‖ call wall — ceiling, sticky 600 (above price · 30.85 / 5.42% away); ‖ put wall — floor, slippery 500 (below price · 69.15 / 12.15% away); ⚡ gamma flip 543.88 (below price · 25.27 / 4.44% away); ↘ Reversal 500 (below price · 69.15 / 12.15% away)
- Expected move today ±18.9 · pre-open reference
- Strikes nearest the money (high to low): 575 positive, 572.5 positive, 570 positive, 567.5 positive, 565 positive, 562.5 negative
- Since yesterday's close, positioning grew at 480.
- ATM implied volatility 35.5%