SRE gamma levels.
Where SRE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SRE $81.88 · up 0.66% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 80 (below price · 1.88 / 2.30% away); ↯ Surge, live flow 80 (below price · 1.88 / 2.30% away); ‖ call wall — ceiling, sticky 85 (above price · 3.12 / 3.81% away); ‖ put wall — floor, slippery 80 (below price · 1.88 / 2.30% away); ⚡ gamma flip 82.61 (above price · 0.73 / 0.89% away); ↘ Reversal 85 (above price · 3.12 / 3.81% away)
- Expected move today ±2.54
- Strikes nearest the money (high to low): 95 positive, 90 positive, 85 positive, 80 negative, 75 negative, 70 negative
- Since yesterday's close, positioning faded at 80, 85.
- ATM implied volatility 29.6%