C gamma levels.
Where C tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- C $135.05 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 125 (below price · 10.05 / 7.44% away); ↯ Surge — live flow 136 (above price · 0.95 / 0.70% away); ‖ call wall — ceiling, sticky 140 (above price · 4.95 / 3.67% away); ‖ put wall — floor, slippery 125 (below price · 10.05 / 7.44% away); ⚡ gamma flip 133.19 (below price · 1.86 / 1.38% away); ↘ Reversal 140 (above price · 4.95 / 3.67% away)
- Expected move today ±4.67 · pre-open reference
- Strikes nearest the money (high to low): 138 positive, 137 positive, 136 positive, 135 positive, 134 positive, 133 positive
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 138, 140, 145 and faded at 120, 122, 125.
- ATM implied volatility 30.6%