ERO gamma levels.
Where ERO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ERO $31.12 · down 3.32% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 35 (above price · 3.88 / 12.47% away); ↯ Surge, live flow 35 (above price · 3.88 / 12.47% away); ‖ call wall — ceiling, sticky 35 (above price · 3.88 / 12.47% away); ‖ put wall — floor, slippery 25 (below price · 6.12 / 19.67% away); ↘ Reversal 25 (below price · 6.12 / 19.67% away)
- Expected move today ±4.99 · pre-open reference
- Strikes nearest the money (high to low): 34 negative, 33 negative, 32 negative, 31 positive, 30 positive, 29 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- ATM implied volatility 65.3%