CASH gamma levels.
Where CASH tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CASH $77.39 · down 0.14% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 75 (below price · 2.39 / 3.09% away); ↯ Surge, live flow 75 (below price · 2.39 / 3.09% away); ‖ call wall — ceiling, sticky 80 (above price · 2.61 / 3.37% away); ‖ put wall — floor, slippery 75 (below price · 2.39 / 3.09% away)
- Expected move today ±7.75 · pre-open reference
- Strikes nearest the money (high to low): 90 positive, 85 positive, 80 positive, 75 negative, 70 negative, 65 negative
- ATM implied volatility 46.3%