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 $101.01 · up 0.72% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 105 (above price · 3.99 / 3.95% away); ↯ Surge — live flow 99 (below price · 2.01 / 1.99% away); ‖ call wall — ceiling, sticky 105 (above price · 3.99 / 3.95% away); ‖ put wall — floor, slippery 75 (below price · 26.01 / 25.75% away); ↘ Reversal 75 (below price · 26.01 / 25.75% away)
- Expected move today ±3.70 · pre-open reference
- Strikes nearest the money (high to low): 104 positive, 103 positive, 102 positive, 101 positive, 100 positive, 99 positive
- ATM implied volatility 39.5%