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 $21.58 · up 0.05% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 22 (above price · 0.42 / 1.95% away); ↯ Surge — live flow 22 (above price · 0.42 / 1.95% away); ‖ call wall — ceiling, sticky 22 (above price · 0.42 / 1.95% away); ‖ put wall — floor, slippery 19 (below price · 2.58 / 11.96% 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 23.2%