EEM gamma levels.
Where EEM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- EEM $67.14 · down 0.70% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 70 (above price · 2.86 / 4.26% away); ↯ Surge — live flow 67 (below price · 0.14 / 0.21% away); ‖ call wall — ceiling, sticky 70 (above price · 2.86 / 4.26% away); ‖ put wall — floor, slippery 60 (below price · 7.14 / 10.63% away); ⚡ gamma flip 65.63 (below price · 1.51 / 2.25% away); ↘ Reversal 60 (below price · 7.14 / 10.63% away)
- Expected move today ±0.45
- Strikes nearest the money (high to low): 68.5 sticky, 68 sticky, 67.5 sticky, 67 sticky, 66.5 sticky, 66 sticky
- Since yesterday's close, positioning grew at 63, 66 and faded at 67, 67.5, 68.
- ATM implied volatility 17.8%