STT gamma levels.
Where STT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- STT $194.71 · up 0.79% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 190 (below price · 4.71 / 2.42% away); ↯ Surge — live flow 195 (above price · 0.29 / 0.15% away); ‖ call wall — ceiling, sticky 195 (above price · 0.29 / 0.15% away); ‖ put wall — floor, slippery 190 (below price · 4.71 / 2.42% away); ⚡ gamma flip 191.6 (below price · 3.11 / 1.60% away); ↘ Reversal 195 (above price · 0.29 / 0.15% away)
- Expected move today ±12.1 · pre-open reference
- Strikes nearest the money (high to low): 210 positive, 200 positive, 195 positive, 190 negative, 185 negative, 180 negative
- Since yesterday's close, positioning grew at 180, 190, 195 and faded at 200.
- ATM implied volatility 33.1%