ESI gamma levels.

Where ESI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.

• ESI $35.52 · down 0.75% on the day · positive gamma overall (moves grind and levels hold)
• Levels: ★ Volt, the biggest level 35 (below price · 0.52 / 1.46% away); ↯ Surge, live flow 34 (below price · 1.52 / 4.28% away); ‖ call wall — sticky, but below price · not a ceiling from here 35 (below price · 0.52 / 1.46% away); ‖ put wall — slippery, but above price · not a floor from here 36 (above price · 0.48 / 1.35% away); ↘ Reversal 36 (above price · 0.48 / 1.35% away)
• Expected move today ±3.71 · pre-open reference
• Strikes nearest the money (high to low): 38 positive, 37 positive, 36 negative, 35 positive, 34 negative, 33 positive
• ATM implied volatility 35.4%