HPE gamma levels.
Where HPE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- HPE $52.29 · down 3.81% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 60 (above price · 7.71 / 14.74% away); ↯ Surge — live flow 55 (above price · 2.71 / 5.18% away); ‖ call wall — ceiling, sticky 60 (above price · 7.71 / 14.74% away); ‖ put wall — floor, slippery 40 (below price · 12.29 / 23.50% away); ↘ Reversal 47 (below price · 5.29 / 10.12% away)
- Expected move today ±0.95
- Strikes nearest the money (high to low): 54 slippery, 53.5 sticky, 53 sticky, 52 slippery, 51 sticky, 50 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 40, 44 and faded at 54, 55, 56.
- ATM implied volatility 101.8%