ETN gamma levels.
Where ETN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- ETN $402.78 · down 3.19% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 390 (below price · 12.78 / 3.17% away); ↯ Surge — live flow 405 (above price · 2.22 / 0.55% away); ‖ call wall — ceiling, sticky 440 (above price · 37.22 / 9.24% away); ‖ put wall — floor, slippery 390 (below price · 12.78 / 3.17% away); ⚡ gamma flip 405.69 (above price · 2.91 / 0.72% away); ↘ Reversal 440 (above price · 37.22 / 9.24% away)
- Expected move today ±4.93
- Strikes nearest the money (high to low): 415 slippery, 410 sticky, 405 sticky, 400 slippery, 395 slippery, 390 slippery
- Since yesterday's close, positioning grew at 390 and faded at 410, 440, 500.
- ATM implied volatility 34.6%