CALM gamma levels.
Where CALM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CALM $62.61 · up 0.02% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 60 (below price · 2.61 / 4.17% away); ↯ Surge, live flow 75 (above price · 12.39 / 19.79% away); ‖ call wall — ceiling, sticky 65 (above price · 2.39 / 3.82% away); ‖ put wall — floor, slippery 60 (below price · 2.61 / 4.17% away); ⚡ gamma flip 60.61 (below price · 2.00 / 3.19% away); ↘ Reversal 65 (above price · 2.39 / 3.82% away)
- Expected move today ±6.62 · pre-open reference
- Strikes nearest the money (high to low): 75 positive, 70 positive, 65 positive, 60 negative, 55 negative, 50 negative
- ATM implied volatility 34.9%