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 $14.76 · up 1.30% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 15 (above price · 0.24 / 1.63% away); ↯ Surge — live flow 15 (above price · 0.24 / 1.63% away); ‖ call wall — ceiling, sticky 15 (above price · 0.24 / 1.63% away); ‖ put wall — slippery, but above price · not a floor from here 15.5 (above price · 0.74 / 5.01% away); ↘ Reversal 15.5 (above price · 0.74 / 5.01% away)
- Expected move today ±0.88 · pre-open reference
- Strikes nearest the money (high to low): 16 positive, 15.5 negative, 15 positive, 14.5 negative, 14 positive, 13.5 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 15.
- ATM implied volatility 36.8%