JEF gamma levels.

Where JEF tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.

• JEF $44.79 · down 1.86% on the day · negative gamma overall (moves tend to extend)
• Levels: ★ Volt, the biggest level 47.5 (above price · 2.71 / 6.05% away); ↯ Surge, live flow 42.5 (below price · 2.29 / 5.11% away); ‖ call wall — ceiling, sticky 67.5 (above price · 22.71 / 50.70% away); ‖ put wall — slippery, but above price · not a floor from here 47.5 (above price · 2.71 / 6.05% away); ↘ Reversal 67.5 (above price · 22.71 / 50.70% away)
• Expected move today ±5.18
• Strikes nearest the money (high to low): 50 negative, 47.5 negative, 45 negative, 42.5 negative, 40 negative, 37.5 negative
• Since yesterday's close, positioning grew at 40 and faded at 47.5, 55, 67.5.
• ATM implied volatility 40.4%