JEPI gamma levels.
Where JEPI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- JEPI $56.96 · up 0.33% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 57 (above price · 0.04 / 0.07% away); ↯ Surge, live flow 57 (above price · 0.04 / 0.07% away); ‖ call wall — ceiling, sticky 57 (above price · 0.04 / 0.07% away); ‖ put wall — floor, slippery 55 (below price · 1.96 / 3.44% away); ⚡ gamma flip 55.7 (below price · 1.26 / 2.21% away)
- Expected move today ±0.41
- Strikes nearest the money (high to low): 59 positive, 58 positive, 57 positive, 56 positive, 55 negative, 54 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 57.
- ATM implied volatility 6.6%