SW gamma levels.
Where SW tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SW $41.85 · down 1.37% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 50 (above price · 8.15 / 19.47% away); ↯ Surge, live flow 37.5 (below price · 4.35 / 10.39% away); ‖ call wall — ceiling, sticky 50 (above price · 8.15 / 19.47% away); ‖ put wall — floor, slippery 35 (below price · 6.85 / 16.37% away); ↘ Reversal 35 (below price · 6.85 / 16.37% away)
- Expected move today ±5.90
- Strikes nearest the money (high to low): 47.5 positive, 45 positive, 42.5 positive, 40 negative, 37.5 negative, 35 negative
- Since yesterday's close, positioning grew at 45.
- ATM implied volatility 50.7%