EPAM gamma levels.
Where EPAM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- EPAM $136.25 · down 1.75% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 135 (below price · 1.25 / 0.92% away); ↯ Surge, live flow 135 (below price · 1.25 / 0.92% away); ‖ call wall — sticky, but below price · not a ceiling from here 135 (below price · 1.25 / 0.92% away); ‖ put wall — floor, slippery 95 (below price · 41.25 / 30.28% away); ↘ Reversal 95 (below price · 41.25 / 30.28% away)
- Expected move today ±25.4
- Strikes nearest the money (high to low): 150 positive, 145 positive, 140 positive, 135 positive, 130 negative, 125 positive
- Since yesterday's close, positioning grew at 130, 155 and faded at 135, 140.
- ATM implied volatility 65.0%