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 $69.21 · down 1.42% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 80 (above price · 10.79 / 15.59% away); ↯ Surge — live flow 72.5 (above price · 3.29 / 4.75% away); ‖ call wall — ceiling, sticky 80 (above price · 10.79 / 15.59% away); ‖ put wall — slippery, but above price · not a floor from here 72.5 (above price · 3.29 / 4.75% away); ⚡ gamma flip 72.51 (above price · 3.30 / 4.77% away); ↘ Reversal 72.5 (above price · 3.29 / 4.75% away)
- Expected move today ±4.26 · pre-open reference
- Strikes nearest the money (high to low): 75 negative, 72.5 negative, 70 negative, 67.5 negative, 65 negative, 62.5 negative
- Since yesterday's close, positioning faded at 72.5, 80.
- ATM implied volatility 42.6%