STE gamma levels.
Where STE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- STE $210.77 · down 0.26% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 210 (below price · 0.77 / 0.37% away); ↯ Surge — live flow 210 (below price · 0.77 / 0.37% away); ‖ call wall — ceiling, sticky 270 (above price · 59.23 / 28.10% away); ‖ put wall — floor, slippery 210 (below price · 0.77 / 0.37% away); ⚡ gamma flip 219.89 (above price · 9.12 / 4.33% away)
- Expected move today ±7.46 · pre-open reference
- Strikes nearest the money (high to low): 230 positive, 220 negative, 210 negative, 200 negative, 195 negative, 190 negative
- Since yesterday's close, positioning grew at 210.
- ATM implied volatility 25.1%