CAG gamma levels.
Where CAG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CAG $13.91 · down 0.07% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 15 (above price · 1.09 / 7.84% away); ↯ Surge, live flow 14 (above price · 0.09 / 0.65% away); ‖ call wall — ceiling, sticky 15 (above price · 1.09 / 7.84% away); ‖ put wall — floor, slippery 12 (below price · 1.91 / 13.73% away); ↘ Reversal 12 (below price · 1.91 / 13.73% away)
- Expected move today ±0.45 · pre-open reference
- Strikes nearest the money (high to low): 15 positive, 14.5 positive, 14 positive, 13.5 negative, 13 negative, 12.5 negative
- Since yesterday's close, positioning grew at 15, 16.
- ATM implied volatility 49.1%