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 $119.05 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 110 (below price · 9.05 / 7.60% away); ↯ Surge, live flow 118 (below price · 1.05 / 0.88% away); ‖ call wall — ceiling, sticky 135 (above price · 15.95 / 13.40% away); ‖ put wall — floor, slippery 110 (below price · 9.05 / 7.60% away); ⚡ gamma flip 124.86 (above price · 5.81 / 4.88% away); ↘ Reversal 135 (above price · 15.95 / 13.40% away)
- Expected move today ±5.74 · pre-open reference
- Strikes nearest the money (high to low): 122 positive, 121 negative, 120 negative, 119 negative, 118 negative, 117 negative
- Since yesterday's close, positioning faded at 110, 118, 119.
- ATM implied volatility 34.8%