SPOT gamma levels.
Where SPOT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- SPOT $547.51 · up 3.84% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 600 (above price · 52.49 / 9.59% away); ↯ Surge — live flow 570 (above price · 22.49 / 4.11% away); ‖ call wall — ceiling, sticky 600 (above price · 52.49 / 9.59% away); ‖ put wall — floor, slippery 460 (below price · 87.51 / 15.98% away); ⚡ gamma flip 504.41 (below price · 43.10 / 7.87% away); ↘ Reversal 460 (below price · 87.51 / 15.98% away)
- Expected move today ±6.15
- Strikes nearest the money (high to low): 555 sticky, 552.5 sticky, 550 sticky, 547.5 sticky, 545 sticky, 542.5 slippery
- Since yesterday's close, positioning grew at 580, 590, 600 and faded at 522.5, 540, 550.
- ATM implied volatility 35.2%