PEP gamma levels.
Where PEP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- PEP $140.62 · up 1.38% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 155 (above price · 14.38 / 10.23% away); ↯ Surge — live flow 143 (above price · 2.38 / 1.69% away); ‖ call wall — ceiling, sticky 155 (above price · 14.38 / 10.23% away); ‖ put wall — floor, slippery 130 (below price · 10.62 / 7.55% away); ⚡ gamma flip 134.72 (below price · 5.90 / 4.20% away); ↘ Reversal 130 (below price · 10.62 / 7.55% away)
- Expected move today ±2.01
- Strikes nearest the money (high to low): 143 sticky, 142 sticky, 141 sticky, 140 sticky, 139 sticky, 138 slippery
- Since yesterday's close, positioning grew at 141, 142, 155 and faded at 135, 136, 139.
- ATM implied volatility 27.6%