ST gamma levels.
Where ST tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ST $40.38 · down 0.79% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 40 (below price · 0.38 / 0.94% away); ↯ Surge, live flow 47.5 (above price · 7.12 / 17.63% away); ‖ call wall — sticky, but below price · not a ceiling from here 40 (below price · 0.38 / 0.94% away); ‖ put wall — floor, slippery 22.5 (below price · 17.88 / 44.28% away); ↘ Reversal 22.5 (below price · 17.88 / 44.28% away)
- Expected move today ±5.46
- Strikes nearest the money (high to low): 47.5 positive, 45 positive, 42.5 positive, 40 positive, 37.5 negative, 35 positive
- Since yesterday's close, positioning grew at 65 and faded at 60.
- ATM implied volatility 44.1%