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 $7376.86 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 7400 (above price · 23.14 / 0.31% away); ↯ Surge, live flow 7350 (below price · 26.86 / 0.36% away); ‖ call wall — ceiling, sticky 7800 (above price · 423.14 / 5.74% away); ‖ put wall — slippery, but above price · not a floor from here 7400 (above price · 23.14 / 0.31% away); ↘ Reversal 7800 (above price · 423.14 / 5.74% away)
- Expected move today ±118.6 · pre-open reference
- Strikes nearest the money (high to low): 7390 negative, 7385 negative, 7380 negative, 7375 negative, 7370 negative, 7365 negative
- Since yesterday's close, positioning grew at 7200 and faded at 7400, 7450, 7500.
- ATM implied volatility 18.1%