SRE gamma levels.
Where SRE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- SRE $84.32 · down 0.51% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 90 (above price · 5.68 / 6.74% away); ↯ Surge — live flow 85 (above price · 0.68 / 0.81% away); ‖ call wall — ceiling, sticky 90 (above price · 5.68 / 6.74% away); ‖ put wall — floor, slippery 80 (below price · 4.32 / 5.12% away); ⚡ gamma flip 83.41 (below price · 0.91 / 1.08% away); ↘ Reversal 80 (below price · 4.32 / 5.12% away)
- Expected move today ±5.80
- Strikes nearest the money (high to low): 95 sticky, 90 sticky, 85 slippery, 80 slippery, 75 slippery, 70 slippery
- Since yesterday's close, positioning grew at 85, 90 and faded at 95.
- ATM implied volatility 22.5%