SPG gamma levels.
Where SPG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- SPG $214.56 · down 0.15% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 210 (below price · 4.56 / 2.13% away); ↯ Surge — live flow 210 (below price · 4.56 / 2.13% away); ‖ call wall — ceiling, sticky 240 (above price · 25.44 / 11.86% away); ‖ put wall — floor, slippery 210 (below price · 4.56 / 2.13% away); ⚡ gamma flip 213.47 (below price · 1.09 / 0.51% away); ↘ Reversal 240 (above price · 25.44 / 11.86% away)
- Expected move today ±12.9
- Strikes nearest the money (high to low): 230 sticky, 220 sticky, 210 slippery, 200 slippery, 195 slippery, 190 slippery
- ATM implied volatility 20.2%