SPG gamma levels.
Where SPG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SPG $201.41 · up 1.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 200 (below price · 1.41 / 0.70% away); ↯ Surge, live flow 200 (below price · 1.41 / 0.70% away); ‖ call wall — ceiling, sticky 210 (above price · 8.59 / 4.26% away); ‖ put wall — floor, slippery 200 (below price · 1.41 / 0.70% away); ⚡ gamma flip 204.47 (above price · 3.06 / 1.52% away); ↘ Reversal 210 (above price · 8.59 / 4.26% away)
- Expected move today ±5.45
- Strikes nearest the money (high to low): 220 positive, 210 positive, 200 negative, 195 negative, 190 negative, 185 negative
- Since yesterday's close, positioning grew at 200, 210.
- ATM implied volatility 23.8%