SSRM gamma levels.
Where SSRM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SSRM $35.33 · down 2.24% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 36 (above price · 0.67 / 1.90% away); ↯ Surge — live flow 36 (above price · 0.67 / 1.90% away); ‖ call wall — ceiling, sticky 36 (above price · 0.67 / 1.90% away); ‖ put wall — floor, slippery 33 (below price · 2.33 / 6.59% away); ↘ Reversal 33 (below price · 2.33 / 6.59% away)
- Expected move today ±3.20 · pre-open reference
- Strikes nearest the money (high to low): 38 positive, 37 positive, 36 positive, 35 positive, 34 positive, 33 negative
- Since yesterday's close, positioning grew at 36 and faded at 40, 42.
- ATM implied volatility 62.9%