SYF gamma levels.
Where SYF tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SYF $73.62 · up 1.13% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 72.5 (below price · 1.12 / 1.52% away); ↯ Surge, live flow 72.5 (below price · 1.12 / 1.52% away); ‖ call wall — sticky, but below price · not a ceiling from here 72.5 (below price · 1.12 / 1.52% away); ‖ put wall — floor, slippery 65 (below price · 8.62 / 11.71% away); ⚡ gamma flip 67.18 (below price · 6.44 / 8.75% away); ↘ Reversal 65 (below price · 8.62 / 11.71% away)
- Expected move today ±3.01
- Strikes nearest the money (high to low): 80 positive, 77.5 positive, 75 positive, 72.5 positive, 70 positive, 67.5 negative
- Since yesterday's close, positioning grew at 72.5, 75 and faded at 70.
- ATM implied volatility 32.3%