SSNC gamma levels.
Where SSNC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SSNC $81.19 · up 1.11% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 85 (above price · 3.81 / 4.69% away); ↯ Surge — live flow 85 (above price · 3.81 / 4.69% away); ‖ call wall — ceiling, sticky 85 (above price · 3.81 / 4.69% away); ‖ put wall — floor, slippery 70 (below price · 11.19 / 13.78% away)
- Expected move today ±4.52 · pre-open reference
- Strikes nearest the money (high to low): 95 positive, 90 positive, 85 positive, 80 positive, 75 positive, 70 negative
- Since yesterday's close, positioning grew at 85.
- ATM implied volatility 51.2%