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 $33.51 · up 0.45% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 40 (above price · 6.49 / 19.37% away); ↯ Surge — live flow 40 (above price · 6.49 / 19.37% away); ‖ call wall — ceiling, sticky 40 (above price · 6.49 / 19.37% away); ‖ put wall — floor, slippery 25 (below price · 8.51 / 25.40% away); ↘ Reversal 25 (below price · 8.51 / 25.40% away)
- Expected move today ±6.80 · pre-open reference
- Strikes nearest the money (high to low): 45 positive, 40 positive, 35 positive, 30 positive, 25 negative, 22.5 negative
- ATM implied volatility 72.9%