CAVA gamma levels.
Where CAVA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CAVA $59.15 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 64 (above price · 4.85 / 8.20% away); ↯ Surge, live flow 60 (above price · 0.85 / 1.44% away); ‖ call wall — ceiling, sticky 64 (above price · 4.85 / 8.20% away); ‖ put wall — floor, slippery 50 (below price · 9.15 / 15.47% away); ⚡ gamma flip 58.29 (below price · 0.86 / 1.45% away); ↘ Reversal 50 (below price · 9.15 / 15.47% away)
- Expected move today ±4.94 · pre-open reference
- Strikes nearest the money (high to low): 62 positive, 61 positive, 60 negative, 59 positive, 58 negative, 57 positive
- Since yesterday's close, positioning grew at 45, 59, 65 and faded at 40, 60, 61.
- ATM implied volatility 60.1%