EW gamma levels.
Where EW tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- EW $87.23 · up 2.44% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 92.5 (above price · 5.27 / 6.04% away); ↯ Surge, live flow 87.5 (above price · 0.27 / 0.31% away); ‖ call wall — ceiling, sticky 92.5 (above price · 5.27 / 6.04% away); ‖ put wall — floor, slippery 77.5 (below price · 9.73 / 11.15% away); ⚡ gamma flip 83.56 (below price · 3.67 / 4.21% away); ↘ Reversal 77.5 (below price · 9.73 / 11.15% away)
- Expected move today ±4.51
- Strikes nearest the money (high to low): 92.5 positive, 90 positive, 87.5 positive, 85 negative, 82.5 negative, 80 negative
- Since yesterday's close, positioning grew at 90, 92.5, 100 and faded at 60, 77.5.
- ATM implied volatility 24.2%