EL gamma levels.
Where EL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- EL $110.06 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 90 (below price · 20.06 / 18.23% away); ↯ Surge, live flow 109 (below price · 1.06 / 0.96% away); ‖ call wall — ceiling, sticky 130 (above price · 19.94 / 18.12% away); ‖ put wall — floor, slippery 90 (below price · 20.06 / 18.23% away); ↘ Reversal 130 (above price · 19.94 / 18.12% away)
- Expected move today ±5.96 · pre-open reference
- Strikes nearest the money (high to low): 113 positive, 112 positive, 111 positive, 110 positive, 109 negative, 108 negative
- Since yesterday's close, positioning grew at 90 and faded at 109, 110.
- ATM implied volatility 39.4%