GEV gamma levels.
Where GEV tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- GEV $944.01 · down 0.23% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 860 (below price · 84.01 / 8.90% away); ↯ Surge — live flow 952.5 (above price · 8.49 / 0.90% away); ‖ call wall — ceiling, sticky 1100 (above price · 155.99 / 16.52% away); ‖ put wall — floor, slippery 860 (below price · 84.01 / 8.90% away); ⚡ gamma flip 974.22 (above price · 30.21 / 3.20% away); ↘ Reversal 1100 (above price · 155.99 / 16.52% away)
- Expected move today ±42.6 · pre-open reference
- Strikes nearest the money (high to low): 950 positive, 947.5 negative, 945 negative, 942.5 negative, 940 positive, 937.5 positive
- 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 920, 930, 990.
- ATM implied volatility 49.3%