SPHR gamma levels.
Where SPHR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SPHR $108.50 · down 0.40% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 180 (above price · 71.50 / 65.90% away); ↯ Surge, live flow 105 (below price · 3.50 / 3.23% away); ‖ call wall — ceiling, sticky 180 (above price · 71.50 / 65.90% away); ‖ put wall — slippery, but above price · not a floor from here 120 (above price · 11.50 / 10.60% away); ↘ Reversal 120 (above price · 11.50 / 10.60% away)
- Expected move today ±19.5 · pre-open reference
- Strikes nearest the money (high to low): 120 negative, 115 positive, 110 positive, 105 positive, 100 positive, 97.5 positive
- ATM implied volatility 64.0%