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 $49.11 · up 1.15% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 50 (above price · 0.89 / 1.81% away); ↯ Surge, live flow 50 (above price · 0.89 / 1.81% away); ‖ call wall — ceiling, sticky 50 (above price · 0.89 / 1.81% away); ‖ put wall — floor, slippery 45 (below price · 4.11 / 8.37% away); ↘ Reversal 45 (below price · 4.11 / 8.37% away)
- Expected move today ±3.24 · pre-open reference
- Strikes nearest the money (high to low): 55 positive, 52.5 positive, 50 positive, 47.5 positive, 45 negative, 42.5 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 52.5 and faded at 50.
- ATM implied volatility 22.8%