ETR gamma levels.
Where ETR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- ETR $104.62 · down 2.53% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 125 (above price · 20.38 / 19.48% away); ↯ Surge — live flow 110 (above price · 5.38 / 5.14% away); ‖ call wall — ceiling, sticky 125 (above price · 20.38 / 19.48% away); ‖ put wall — floor, slippery 100 (below price · 4.62 / 4.42% away); ⚡ gamma flip 94.9 (below price · 9.72 / 9.29% away); ↘ Reversal 100 (below price · 4.62 / 4.42% away)
- Expected move today ±3.08
- Strikes nearest the money (high to low): 115 sticky, 110 sticky, 105 slippery, 100 slippery, 95 slippery, 90 slippery
- Since yesterday's close, positioning grew at 100 and faded at 105, 115, 120.
- ATM implied volatility 20.3%