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 $116.14 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 100 (below price · 16.14 / 13.90% away); ↯ Surge, live flow 120 (above price · 3.86 / 3.32% away); ‖ call wall — ceiling, sticky 130 (above price · 13.86 / 11.93% away); ‖ put wall — floor, slippery 100 (below price · 16.14 / 13.90% away); ↘ Reversal 130 (above price · 13.86 / 11.93% away)
- Expected move today ±9.37 · pre-open reference
- Strikes nearest the money (high to low): 119 positive, 118 positive, 117 positive, 116 positive, 115 positive, 114 negative
- Since yesterday's close, positioning grew at 125, 135, 145 and faded at 112, 113, 120.
- ATM implied volatility 57.9%