EMR gamma levels.
Where EMR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- EMR $162.33 · up 0.45% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 170 (above price · 7.67 / 4.72% away); ↯ Surge, live flow 160 (below price · 2.33 / 1.44% away); ‖ call wall — ceiling, sticky 170 (above price · 7.67 / 4.72% away); ‖ put wall — floor, slippery 130 (below price · 32.33 / 19.92% away); ↘ Reversal 130 (below price · 32.33 / 19.92% away)
- Expected move today ±5.67
- Strikes nearest the money (high to low): 167.5 positive, 165 positive, 162.5 positive, 160 positive, 157.5 positive, 155 positive
- Since yesterday's close, positioning grew at 162.5, 165, 167.5 and faded at 160.
- ATM implied volatility 27.7%