JEPI gamma levels.
Where JEPI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- JEPI $57.79 · down 0.10% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 58 (above price · 0.21 / 0.36% away); ↯ Surge — live flow 57 (below price · 0.79 / 1.37% away); ‖ call wall — ceiling, sticky 58 (above price · 0.21 / 0.36% away); ‖ put wall — floor, slippery 55 (below price · 2.79 / 4.83% away); ⚡ gamma flip 53.71 (below price · 4.08 / 7.06% away)
- Expected move today ±2.31
- Strikes nearest the money (high to low): 60 sticky, 59 sticky, 58 sticky, 57 sticky, 56 slippery, 55 slippery
- Weekly magnet confluence: the next 3 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning faded at 58.
- ATM implied volatility 8.3%