ELF gamma levels.
Where ELF tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ELF $102.12 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 105 (above price · 2.88 / 2.82% away); ↯ Surge — live flow 105 (above price · 2.88 / 2.82% away); ‖ call wall — ceiling, sticky 105 (above price · 2.88 / 2.82% away); ‖ put wall — floor, slippery 95 (below price · 7.12 / 6.97% away); ↘ Reversal 95 (below price · 7.12 / 6.97% away)
- Expected move today ±5.56 · pre-open reference
- Strikes nearest the money (high to low): 105 positive, 104 positive, 103 positive, 102 positive, 101 positive, 100 positive
- ATM implied volatility 60.2%