ET gamma levels.
Where ET tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ET $21.67 · up 0.46% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 22 (above price · 0.33 / 1.52% away); ↯ Surge — live flow 22 (above price · 0.33 / 1.52% away); ‖ call wall — ceiling, sticky 22 (above price · 0.33 / 1.52% away); ‖ put wall — floor, slippery 19 (below price · 2.67 / 12.32% away)
- Expected move today ±0.55 · pre-open reference
- Strikes nearest the money (high to low): 23 positive, 22.5 positive, 22 positive, 21.5 positive, 21 positive, 20.5 negative
- Since yesterday's close, positioning grew at 22.
- ATM implied volatility 23.5%