ESTC gamma levels.
Where ESTC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- ESTC $99.91 · up 19.31% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 100 (above price · 0.09 / 0.09% away); ↯ Surge — live flow 110 (above price · 10.09 / 10.10% away); ‖ call wall — ceiling, sticky 100 (above price · 0.09 / 0.09% away); ‖ put wall — floor, slippery 75 (below price · 24.91 / 24.93% away); ↘ Reversal 75 (below price · 24.91 / 24.93% away)
- Expected move today ±33.0
- Strikes nearest the money (high to low): 110 sticky, 105 sticky, 100 sticky, 95 sticky, 90 sticky, 85 slippery
- Since yesterday's close, positioning grew at 90, 95, 100 and faded at 65.
- ATM implied volatility 48.0%