EIX gamma levels.
Where EIX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- EIX $59.39 · up 0.95% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 60 (above price · 0.61 / 1.03% away); ↯ Surge, live flow 60 (above price · 0.61 / 1.03% away); ‖ call wall — ceiling, sticky 60 (above price · 0.61 / 1.03% away); ‖ put wall — floor, slippery 52.5 (below price · 6.89 / 11.60% away); ↘ Reversal 52.5 (below price · 6.89 / 11.60% away)
- Expected move today ±6.31 · pre-open reference
- Strikes nearest the money (high to low): 65 positive, 62.5 positive, 60 positive, 57.5 positive, 55 negative, 52.5 negative
- Since yesterday's close, positioning grew at 62.5, 65.
- ATM implied volatility 40.1%