CAKE gamma levels.
Where CAKE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CAKE $102.65 · down 0.01% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 100 (below price · 2.65 / 2.58% away); ↯ Surge — live flow 105 (above price · 2.35 / 2.29% away); ‖ call wall — ceiling, sticky 115 (above price · 12.35 / 12.03% away); ‖ put wall — floor, slippery 100 (below price · 2.65 / 2.58% away); ⚡ gamma flip 107.14 (above price · 4.49 / 4.37% away); ↘ Reversal 115 (above price · 12.35 / 12.03% away)
- Expected move today ±6.27 · pre-open reference
- Strikes nearest the money (high to low): 110 positive, 105 negative, 100 negative, 97.5 negative, 95 negative, 92.5 negative
- Since yesterday's close, positioning grew at 100 and faded at 115, 120.
- ATM implied volatility 52.6%