CAH gamma levels.
Where CAH tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CAH $233.12 · up 2.11% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 240 (above price · 6.88 / 2.95% away); ↯ Surge, live flow 130 (below price · 103.12 / 44.23% away); ‖ call wall — ceiling, sticky 240 (above price · 6.88 / 2.95% away); ‖ put wall — floor, slippery 210 (below price · 23.12 / 9.92% away); ⚡ gamma flip 212.89 (below price · 20.23 / 8.68% away); ↘ Reversal 210 (below price · 23.12 / 9.92% away)
- Expected move today ±9.18
- Strikes nearest the money (high to low): 240 positive, 237.5 positive, 235 positive, 232.5 positive, 230 positive, 227.5 positive
- Since yesterday's close, positioning grew at 240, 250.
- Event pricing: the options market prices an unusually large move into 2026-11-06 (±$23.62 by that date, about 2.2x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 27.0%