EFOR gamma levels.
Where EFOR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- EFOR $37.01 · down 4.47% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 45 (above price · 7.99 / 21.59% away); ↯ Surge, live flow 45 (above price · 7.99 / 21.59% away); ‖ call wall — ceiling, sticky 45 (above price · 7.99 / 21.59% away); ‖ put wall — slippery, but above price · not a floor from here 40 (above price · 2.99 / 8.08% away); ↘ Reversal 40 (above price · 2.99 / 8.08% away)
- Expected move today ±5.56 · pre-open reference
- Strikes nearest the money (high to low): 50 positive, 45 positive, 40 negative, 35 positive, 30 positive, 25 positive
- ATM implied volatility 62.9%