CEVA gamma levels.
Where CEVA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CEVA $27.10 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 25 (below price · 2.10 / 7.75% away); ↯ Surge, live flow 35 (above price · 7.90 / 29.15% away); ‖ call wall — ceiling, sticky 40 (above price · 12.90 / 47.60% away); ‖ put wall — floor, slippery 25 (below price · 2.10 / 7.75% away); ⚡ gamma flip 27.68 (above price · 0.58 / 2.14% away); ↘ Reversal 40 (above price · 12.90 / 47.60% away)
- Expected move today ±6.25 · pre-open reference
- Strikes nearest the money (high to low): 35 positive, 30 negative, 25 negative, 22.5 negative, 20 negative, 17.5 negative
- Since yesterday's close, positioning grew at 25, 35, 40.
- ATM implied volatility 108.9%