EEM gamma levels.
Where EEM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- EEM $66.15 · down 0.97% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 70 (above price · 3.85 / 5.82% away); ↯ Surge, live flow 67 (above price · 0.85 / 1.28% away); ‖ call wall — ceiling, sticky 70 (above price · 3.85 / 5.82% away); ‖ put wall — floor, slippery 66 (below price · 0.15 / 0.23% away); ⚡ gamma flip 67.7 (above price · 1.55 / 2.34% away); ↘ Reversal 66 (below price · 0.15 / 0.23% away)
- Expected move today ±1.17
- Strikes nearest the money (high to low): 67.5 negative, 67 negative, 66.5 negative, 66 negative, 65.5 negative, 65 negative
- Since yesterday's close, positioning grew at 63, 64, 66 and faded at 65, 69, 70.
- ATM implied volatility 21.9%