ZETA gamma levels.
Where ZETA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ZETA $30.03 · down 0.33% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 30 (below price · 0.03 / 0.10% away); ↯ Surge — live flow 30 (below price · 0.03 / 0.10% away); ‖ call wall — sticky, but below price · not a ceiling from here 30 (below price · 0.03 / 0.10% away); ‖ put wall — floor, slippery 26.5 (below price · 3.53 / 11.75% away); ↘ Reversal 26.5 (below price · 3.53 / 11.75% away)
- Expected move today ±1.84 · pre-open reference
- Strikes nearest the money (high to low): 31.5 positive, 31 positive, 30.5 positive, 30 positive, 29.5 negative, 29 negative
- Since yesterday's close, positioning grew at 29, 29.5, 30.5 and faded at 31.5.
- ATM implied volatility 71.1%