ECO gamma levels.
Where ECO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ECO $100.78 · up 1.76% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 105 (above price · 4.22 / 4.19% away); ↯ Surge, live flow 105 (above price · 4.22 / 4.19% away); ‖ call wall — ceiling, sticky 105 (above price · 4.22 / 4.19% away); ‖ put wall — floor, slippery 55 (below price · 45.78 / 45.43% away); ↘ Reversal 55 (below price · 45.78 / 45.43% away)
- Expected move today ±15.1 · pre-open reference
- Strikes nearest the money (high to low): 115 positive, 110 positive, 105 positive, 100 positive, 95 positive, 90 negative
- ATM implied volatility 60.4%