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 $20.86 · up 0.72% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 22 (above price · 1.14 / 5.47% away); ↯ Surge, live flow 21 (above price · 0.14 / 0.67% away); ‖ call wall — ceiling, sticky 22 (above price · 1.14 / 5.47% away); ‖ put wall — floor, slippery 19 (below price · 1.86 / 8.92% away); ↘ Reversal 19 (below price · 1.86 / 8.92% away)
- Expected move today ±0.52 · pre-open reference
- Strikes nearest the money (high to low): 22 positive, 21.5 positive, 21 positive, 20.5 positive, 20 positive, 19.5 negative
- Since yesterday's close, positioning grew at 21.5, 22 and faded at 20.5, 21.
- ATM implied volatility 29.4%