ES gamma levels.
Where ES tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ES $67.46 · down 0.56% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 70 (above price · 2.54 / 3.77% away); ↯ Surge, live flow 70 (above price · 2.54 / 3.77% away); ‖ call wall — ceiling, sticky 70 (above price · 2.54 / 3.77% away); ‖ put wall — floor, slippery 60 (below price · 7.46 / 11.06% away)
- Expected move today ±5.37
- Strikes nearest the money (high to low): 80 positive, 75 positive, 70 positive, 65 positive, 60 negative, 55 negative
- ATM implied volatility 23.3%