EBAY gamma levels.
Where EBAY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- EBAY $114.65 · up 2.19% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 115 (above price · 0.35 / 0.31% away); ↯ Surge, live flow 118 (above price · 3.35 / 2.92% away); ‖ call wall — ceiling, sticky 115 (above price · 0.35 / 0.31% away); ‖ put wall — floor, slippery 100 (below price · 14.65 / 12.78% away); ↘ Reversal 100 (below price · 14.65 / 12.78% away)
- Expected move today ±4.52
- Strikes nearest the money (high to low): 117 positive, 116 positive, 115 positive, 114 positive, 113 positive, 112 positive
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 115, 118, 120 and faded at 110.
- ATM implied volatility 37.1%