SYY gamma levels.
Where SYY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- SYY $81.94 · down 0.62% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 82.5 (above price · 0.56 / 0.68% away); ↯ Surge — live flow 85 (above price · 3.06 / 3.73% away); ‖ call wall — ceiling, sticky 82.5 (above price · 0.56 / 0.68% away); ‖ put wall — floor, slippery 70 (below price · 11.94 / 14.57% away); ↘ Reversal 70 (below price · 11.94 / 14.57% away)
- Expected move today ±3.73
- Strikes nearest the money (high to low): 87.5 sticky, 85 sticky, 82.5 sticky, 80 sticky, 77.5 sticky, 75 slippery
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning faded at 82.5, 85, 87.5.
- ATM implied volatility 21.1%