ETR gamma levels.
Where ETR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ETR $100.82 · down 0.09% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 110 (above price · 9.18 / 9.11% away); ↯ Surge, live flow 100 (below price · 0.82 / 0.81% away); ‖ call wall — ceiling, sticky 110 (above price · 9.18 / 9.11% away); ‖ put wall — floor, slippery 90 (below price · 10.82 / 10.73% away)
- Expected move today ±3.54
- Strikes nearest the money (high to low): 115 positive, 110 positive, 105 positive, 100 positive, 95 negative, 90 negative
- Since yesterday's close, positioning faded at 110.
- ATM implied volatility 16.7%