STWD gamma levels.
Where STWD tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- STWD $12.52 · down 1.49% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 15 (above price · 2.48 / 19.81% away); ↯ Surge, live flow 13 (above price · 0.48 / 3.83% away); ‖ call wall — ceiling, sticky 17 (above price · 4.48 / 35.78% away); ‖ put wall — slippery, but above price · not a floor from here 15 (above price · 2.48 / 19.81% away)
- Expected move today ±0.57
- Strikes nearest the money (high to low): 15 negative, 14 negative, 13 negative, 12 negative, 11 negative, 10 negative
- Since yesterday's close, positioning faded at 14, 15, 17.
- ATM implied volatility 38.5%