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 $115.63 · up 1.30% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 115 (below price · 0.63 / 0.54% away); ↯ Surge, live flow 110 (below price · 5.63 / 4.87% away); ‖ call wall — sticky, but below price · not a ceiling from here 115 (below price · 0.63 / 0.54% away); ‖ put wall — floor, slippery 100 (below price · 15.63 / 13.52% away); ⚡ gamma flip 107.05 (below price · 8.58 / 7.42% away); ↘ Reversal 100 (below price · 15.63 / 13.52% away)
- Expected move today ±6.28
- Strikes nearest the money (high to low): 130 positive, 125 positive, 120 positive, 115 positive, 110 positive, 105 negative
- Since yesterday's close, positioning grew at 120, 125 and faded at 110.
- ATM implied volatility 19.5%