SQM gamma levels.
Where SQM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SQM $56.59 · down 3.99% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 57.5 (above price · 0.91 / 1.61% away); ↯ Surge, live flow 55 (below price · 1.59 / 2.81% away); ‖ call wall — ceiling, sticky 85 (above price · 28.41 / 50.20% away); ‖ put wall — slippery, but above price · not a floor from here 57.5 (above price · 0.91 / 1.61% away); ↘ Reversal 85 (above price · 28.41 / 50.20% away)
- Expected move today ±7.34 · pre-open reference
- Strikes nearest the money (high to low): 62.5 negative, 60 negative, 57.5 negative, 55 negative, 52.5 negative, 50 negative
- Since yesterday's close, positioning faded at 60, 62.5, 65.
- ATM implied volatility 50.1%