ENB gamma levels.
Where ENB tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ENB $47.88 · up 0.23% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 47.5 (below price · 0.38 / 0.79% away); ↯ Surge — live flow 47.5 (below price · 0.38 / 0.79% away); ‖ call wall — ceiling, sticky 52.5 (above price · 4.62 / 9.65% away); ‖ put wall — floor, slippery 47.5 (below price · 0.38 / 0.79% away); ↘ Reversal 52.5 (above price · 4.62 / 9.65% away)
- Expected move today ±1.25 · pre-open reference
- Strikes nearest the money (high to low): 55 positive, 52.5 positive, 50 positive, 47.5 negative, 45 negative, 42.5 negative
- Since yesterday's close, positioning grew at 47.5.
- ATM implied volatility 23.9%