HPE gamma levels.
Where HPE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- HPE $70.33 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 70 (below price · 0.33 / 0.47% away); ↯ Surge, live flow 71 (above price · 0.67 / 0.95% away); ‖ call wall — sticky, but below price · not a ceiling from here 70 (below price · 0.33 / 0.47% away); ‖ put wall — floor, slippery 50 (below price · 20.33 / 28.91% away); ↘ Reversal 50 (below price · 20.33 / 28.91% away)
- Expected move today ±4.54 · pre-open reference
- Strikes nearest the money (high to low): 73 positive, 72 positive, 71 positive, 70 positive, 69 negative, 68 positive
- ATM implied volatility 61.8%