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 $97.35 · down 1.29% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 100 (above price · 2.65 / 2.72% away); ↯ Surge — live flow 100 (above price · 2.65 / 2.72% away); ‖ call wall — ceiling, sticky 100 (above price · 2.65 / 2.72% away); ‖ put wall — floor, slippery 89 (below price · 8.35 / 8.58% away); ⚡ gamma flip 98.66 (above price · 1.31 / 1.35% away); ↘ Reversal 89 (below price · 8.35 / 8.58% away)
- Expected move today ±3.05 · pre-open reference
- Strikes nearest the money (high to low): 98.5 negative, 98 negative, 97.5 negative, 97 negative, 96.5 negative, 96 negative
- Since yesterday's close, positioning grew at 94 and faded at 100.
- ATM implied volatility 28.8%