ESTC gamma levels.
Where ESTC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ESTC $95.52 · down 2.76% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 100 (above price · 4.48 / 4.69% away); ↯ Surge, live flow 100 (above price · 4.48 / 4.69% away); ‖ call wall — ceiling, sticky 100 (above price · 4.48 / 4.69% away); ‖ put wall — floor, slippery 85 (below price · 10.52 / 11.01% away); ↘ Reversal 85 (below price · 10.52 / 11.01% away)
- Expected move today ±5.73
- Strikes nearest the money (high to low): 110 positive, 105 positive, 100 positive, 95 positive, 90 positive, 85 negative
- Since yesterday's close, positioning grew at 95 and faded at 100, 105.
- ATM implied volatility 43.8%