SPGI gamma levels.
Where SPGI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SPGI $412.19 · up 1.07% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 420 (above price · 7.81 / 1.89% away); ↯ Surge, live flow 385 (below price · 27.19 / 6.60% away); ‖ call wall — ceiling, sticky 420 (above price · 7.81 / 1.89% away); ‖ put wall — floor, slippery 400 (below price · 12.19 / 2.96% away); ⚡ gamma flip 414.72 (above price · 2.53 / 0.61% away); ↘ Reversal 400 (below price · 12.19 / 2.96% away)
- Expected move today ±13.2
- Strikes nearest the money (high to low): 417.5 negative, 415 positive, 412.5 positive, 410 negative, 407.5 negative, 405 negative
- Since yesterday's close, positioning grew at 420, 450 and faded at 390, 400.
- ATM implied volatility 26.9%