EXPE gamma levels.
Where EXPE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- EXPE $329.44 · up 3.30% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 350 (above price · 20.56 / 6.24% away); ↯ Surge — live flow 300 (below price · 29.44 / 8.94% away); ‖ call wall — ceiling, sticky 350 (above price · 20.56 / 6.24% away); ‖ put wall — floor, slippery 310 (below price · 19.44 / 5.90% away); ↘ Reversal 310 (below price · 19.44 / 5.90% away)
- Expected move today ±4.65
- Strikes nearest the money (high to low): 335 sticky, 332.5 slippery, 330 sticky, 327.5 slippery, 325 slippery, 322.5 slippery
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 320, 360, 390 and faded at 280, 322.5, 327.5.
- ATM implied volatility 36.3%