EMR gamma levels.
Where EMR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- EMR $157.26 · up 1.64% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 155 (below price · 2.26 / 1.44% away); ↯ Surge — live flow 160 (above price · 2.74 / 1.74% away); ‖ call wall — ceiling, sticky 155 (below price · 2.26 / 1.44% away); ‖ put wall — floor, slippery 130 (below price · 27.26 / 17.33% away); ↘ Reversal 130 (below price · 27.26 / 17.33% away)
- Expected move today ±2.01
- Strikes nearest the money (high to low): 162.5 sticky, 160 sticky, 157.5 slippery, 155 sticky, 152.5 slippery, 150 sticky
- Since yesterday's close, positioning grew at 162.5, 165, 170.
- ATM implied volatility 24.3%