SPX gamma levels.
Where SPX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SPX $7764.64 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 7800 (above price · 35.36 / 0.46% away); ↯ Surge — live flow 7810 (above price · 45.36 / 0.58% away); ‖ call wall — ceiling, sticky 7800 (above price · 35.36 / 0.46% away); ‖ put wall — floor, slippery 7500 (below price · 264.64 / 3.41% away); ⚡ gamma flip 7666.96 (below price · 97.68 / 1.26% away); ↘ Reversal 7500 (below price · 264.64 / 3.41% away)
- Expected move today ±33.5 · pre-open reference
- Strikes nearest the money (high to low): 7775 positive, 7770 positive, 7765 positive, 7760 positive, 7755 positive, 7750 positive
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 7500.
- ATM implied volatility 11.1%