EFX gamma levels.
Where EFX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- EFX $147.33 · up 1.06% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 140 (below price · 7.33 / 4.98% away); ↯ Surge, live flow 150 (above price · 2.67 / 1.81% away); ‖ call wall — sticky, but below price · not a ceiling from here 145 (below price · 2.33 / 1.58% away); ‖ put wall — floor, slippery 140 (below price · 7.33 / 4.98% away)
- Expected move today ±8.24 · pre-open reference
- Strikes nearest the money (high to low): 160 positive, 155 negative, 150 negative, 145 positive, 140 negative, 135 negative
- ATM implied volatility 52.4%