CB gamma levels.
Where CB tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- CB $339.92 · up 0.42% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 335 (below price · 4.92 / 1.45% away); ↯ Surge — live flow 340 (above price · 0.08 / 0.02% away); ‖ call wall — ceiling, sticky 350 (above price · 10.08 / 2.97% away); ‖ put wall — floor, slippery 335 (below price · 4.92 / 1.45% away); ⚡ gamma flip 334.39 (below price · 5.53 / 1.63% away); ↘ Reversal 350 (above price · 10.08 / 2.97% away)
- Expected move today ±14.7
- Strikes nearest the money (high to low): 350 sticky, 345 slippery, 340 sticky, 335 slippery, 330 slippery, 325 slippery
- Since yesterday's close, positioning grew at 335, 350, 360.
- ATM implied volatility 19.1%