ED gamma levels.
Where ED tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ED $106.47 · down 0.15% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 110 (above price · 3.53 / 3.32% away); ↯ Surge — live flow 110 (above price · 3.53 / 3.32% away); ‖ call wall — ceiling, sticky 110 (above price · 3.53 / 3.32% away); ‖ put wall — floor, slippery 100 (below price · 6.47 / 6.08% away); ↘ Reversal 100 (below price · 6.47 / 6.08% away)
- Expected move today ±3.45 · pre-open reference
- Strikes nearest the money (high to low): 115 positive, 110 positive, 105 positive, 100 negative, 97.5 negative, 95 negative
- Since yesterday's close, positioning grew at 105.
- ATM implied volatility 17.9%