DE gamma levels.
Where DE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- DE $670.92 · down 0.91% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 680 (above price · 9.08 / 1.35% away); ↯ Surge — live flow 680 (above price · 9.08 / 1.35% away); ‖ call wall — ceiling, sticky 680 (above price · 9.08 / 1.35% away); ‖ put wall — floor, slippery 610 (below price · 60.92 / 9.08% away); ⚡ gamma flip 647.63 (below price · 23.29 / 3.47% away); ↘ Reversal 610 (below price · 60.92 / 9.08% away)
- Expected move today ±28.4 · pre-open reference
- Strikes nearest the money (high to low): 685 negative, 680 positive, 675 negative, 670 positive, 665 negative, 660 positive
- Since yesterday's close, positioning grew at 680 and faded at 700, 720, 800.
- ATM implied volatility 29.7%