AEE gamma levels.
Where AEE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AEE $108.04 · down 0.83% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 105 (below price · 3.04 / 2.81% away); ↯ Surge, live flow 110 (above price · 1.96 / 1.81% away); ‖ call wall — sticky, but below price · not a ceiling from here 105 (below price · 3.04 / 2.81% away); ‖ put wall — floor, slippery 95 (below price · 13.04 / 12.07% away); ↘ Reversal 95 (below price · 13.04 / 12.07% away)
- Expected move today ±6.37 · pre-open reference
- Strikes nearest the money (high to low): 120 positive, 115 positive, 110 positive, 105 positive, 100 negative, 95 negative
- ATM implied volatility 20.9%