SPY gamma levels.
Where SPY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SPY $735.29 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 725 (below price · 10.29 / 1.40% away); ↯ Surge, live flow 730 (below price · 5.29 / 0.72% away); ‖ call wall — ceiling, sticky 780 (above price · 44.71 / 6.08% away); ‖ put wall — floor, slippery 725 (below price · 10.29 / 1.40% away); ⚡ gamma flip 771.44 (above price · 36.15 / 4.92% away); ↘ Reversal 780 (above price · 44.71 / 6.08% away)
- Expected move today ±12.0 · pre-open reference
- Strikes nearest the money (high to low): 738 negative, 737 negative, 736 negative, 735 negative, 734 negative, 733 negative
- Since yesterday's close, positioning grew at 710, 715, 725 and faded at 735, 740, 750.
- ATM implied volatility 18.5%