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 $773.38 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 785 (above price · 11.62 / 1.50% away); ↯ Surge — live flow 775 (above price · 1.62 / 0.21% away); ‖ call wall — ceiling, sticky 785 (above price · 11.62 / 1.50% away); ‖ put wall — floor, slippery 745 (below price · 28.38 / 3.67% away); ⚡ gamma flip 767.96 (below price · 5.42 / 0.70% away); ↘ Reversal 761 (below price · 12.38 / 1.60% away)
- Expected move today ±3.87 · pre-open reference
- Strikes nearest the money (high to low): 776 positive, 775 positive, 774 positive, 773 positive, 772 positive, 771 positive
- Since yesterday's close, positioning faded at 730, 745.
- ATM implied volatility 9.3%