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 $56.28 · up 0.75% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 55 (below price · 1.28 / 2.27% away); ↯ Surge — live flow 55 (below price · 1.28 / 2.27% away); ‖ call wall — ceiling, sticky 60 (above price · 3.72 / 6.61% away); ‖ put wall — floor, slippery 55 (below price · 1.28 / 2.27% away); ↘ Reversal 60 (above price · 3.72 / 6.61% away)
- Expected move today ±3.76 · pre-open reference
- Strikes nearest the money (high to low): 62.5 positive, 60 positive, 57.5 negative, 55 negative, 52.5 negative, 50 negative
- Since yesterday's close, positioning grew at 55.
- ATM implied volatility 48.9%