EWJ gamma levels.
Where EWJ tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- EWJ $94.97 · down 0.02% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 92 (below price · 2.97 / 3.13% away); ↯ Surge, live flow 94 (below price · 0.97 / 1.02% away); ‖ call wall — ceiling, sticky 99 (above price · 4.03 / 4.24% away); ‖ put wall — floor, slippery 92 (below price · 2.97 / 3.13% away); ↘ Reversal 99 (above price · 4.03 / 4.24% away)
- Expected move today ±2.33 · pre-open reference
- Strikes nearest the money (high to low): 96 negative, 95.5 negative, 95 negative, 94.5 negative, 94 negative, 93.5 negative
- ATM implied volatility 33.0%