ELV gamma levels.
Where ELV tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ELV $418.94 · up 1.09% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 450 (above price · 31.06 / 7.41% away); ↯ Surge, live flow 410 (below price · 8.94 / 2.13% away); ‖ call wall — ceiling, sticky 450 (above price · 31.06 / 7.41% away); ‖ put wall — floor, slippery 400 (below price · 18.94 / 4.52% away); ⚡ gamma flip 402.06 (below price · 16.88 / 4.03% away); ↘ Reversal 400 (below price · 18.94 / 4.52% away)
- Expected move today ±32.9 · pre-open reference
- Strikes nearest the money (high to low): 440 positive, 430 positive, 420 positive, 410 negative, 400 negative, 390 negative
- Since yesterday's close, positioning grew at 350, 410 and faded at 400.
- ATM implied volatility 31.9%