HESM gamma levels.
Where HESM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- HESM $32.25 · up 1.70% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 31 (below price · 1.25 / 3.88% away); ↯ Surge, live flow 33 (above price · 0.75 / 2.33% away); ‖ call wall — ceiling, sticky 33 (above price · 0.75 / 2.33% away); ‖ put wall — floor, slippery 31 (below price · 1.25 / 3.88% away); ↘ Reversal 33 (above price · 0.75 / 2.33% away)
- Expected move today ±2.67 · pre-open reference
- Strikes nearest the money (high to low): 35 negative, 34 positive, 33 positive, 32 negative, 31 negative, 30 negative
- ATM implied volatility 34.0%