SPGI gamma levels.
Where SPGI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- SPGI $442.89 · up 1.72% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 430 (below price · 12.89 / 2.91% away); ↯ Surge — live flow 445 (above price · 2.11 / 0.48% away); ‖ call wall — sticky, but below price · not a ceiling from here 430 (below price · 12.89 / 2.91% away); ‖ put wall — floor, slippery 400 (below price · 42.89 / 9.68% away); ⚡ gamma flip 431.29 (below price · 11.60 / 2.62% away); ↘ Reversal 400 (below price · 42.89 / 9.68% away)
- Expected move today ±3.62
- Strikes nearest the money (high to low): 455 sticky, 450 sticky, 445 sticky, 440 slippery, 435 sticky, 430 sticky
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 460, 470, 500 and faded at 435, 445, 450.
- ATM implied volatility 23.4%