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 $418.73 · up 0.85% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 420 (above price · 1.27 / 0.30% away); ↯ Surge — live flow 420 (above price · 1.27 / 0.30% away); ‖ call wall — ceiling, sticky 420 (above price · 1.27 / 0.30% away); ‖ put wall — floor, slippery 360 (below price · 58.73 / 14.03% away); ⚡ gamma flip 391.09 (below price · 27.64 / 6.60% away); ↘ Reversal 360 (below price · 58.73 / 14.03% away)
- Expected move today ±17.6 · pre-open reference
- Strikes nearest the money (high to low): 440 positive, 430 positive, 420 positive, 410 positive, 400 negative, 390 positive
- Since yesterday's close, positioning grew at 410, 420 and faded at 450.
- ATM implied volatility 29.4%