CAT gamma levels.

Where CAT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.

• CAT $558.63 · up 0.00% on the day · negative gamma overall (moves tend to extend)
• Levels: ★ Volt, the biggest level 600 (above price · 41.37 / 7.41% away); ↯ Surge, live flow 565 (above price · 6.37 / 1.14% away); ‖ call wall — ceiling, sticky 565 (above price · 6.37 / 1.14% away); ‖ put wall — slippery, but above price · not a floor from here 600 (above price · 41.37 / 7.41% away); ↘ Reversal 565 (above price · 6.37 / 1.14% away)
• Expected move today ±39.0 · pre-open reference
• Strikes nearest the money (high to low): 570 negative, 565 positive, 560 negative, 555 negative, 550 negative, 545 negative
• Since yesterday's close, positioning grew at 490, 500, 565 and faded at 540, 550, 570.
• ATM implied volatility 50.9%