EFA gamma levels.
Where EFA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- EFA $104.24 · up 0.54% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 103 (below price · 1.24 / 1.19% away); ↯ Surge, live flow 102 (below price · 2.24 / 2.15% away); ‖ call wall — ceiling, sticky 110 (above price · 5.76 / 5.53% away); ‖ put wall — floor, slippery 103 (below price · 1.24 / 1.19% away); ⚡ gamma flip 109.49 (above price · 5.25 / 5.04% away); ↘ Reversal 110 (above price · 5.76 / 5.53% away)
- Expected move today ±3.84 · pre-open reference
- Strikes nearest the money (high to low): 105.5 positive, 105 negative, 104.5 positive, 104 negative, 103.5 negative, 103 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 105 and faded at 100, 102, 103.
- ATM implied volatility 61.7%