EWZ gamma levels.
Where EWZ tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- EWZ $33.09 · down 1.58% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 34 (above price · 0.91 / 2.75% away); ↯ Surge, live flow 34 (above price · 0.91 / 2.75% away); ‖ call wall — ceiling, sticky 45 (above price · 11.91 / 35.99% away); ‖ put wall — slippery, but above price · not a floor from here 34 (above price · 0.91 / 2.75% away); ⚡ gamma flip 35.12 (above price · 2.03 / 6.13% away); ↘ Reversal 45 (above price · 11.91 / 35.99% away)
- Expected move today ±1.21 · pre-open reference
- Strikes nearest the money (high to low): 34.5 negative, 34 negative, 33.5 negative, 33 negative, 32.5 negative, 32 negative
- Since yesterday's close, positioning grew at 50 and faded at 34, 35, 36.
- ATM implied volatility 48.2%