EME gamma levels.
Where EME tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- EME $779.16 · down 1.30% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 800 (above price · 20.84 / 2.67% away); ↯ Surge, live flow 820 (above price · 40.84 / 5.24% away); ‖ call wall — ceiling, sticky 800 (above price · 20.84 / 2.67% away); ‖ put wall — floor, slippery 760 (below price · 19.16 / 2.46% away); ↘ Reversal 760 (below price · 19.16 / 2.46% away)
- Expected move today ±31.1 · pre-open reference
- Strikes nearest the money (high to low): 800 positive, 790 positive, 780 positive, 770 positive, 760 negative, 750 negative
- ATM implied volatility 38.1%