CB gamma levels.
Where CB tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CB $345.06 · up 1.13% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 345 (below price · 0.06 / 0.02% away); ↯ Surge, live flow 350 (above price · 4.94 / 1.43% away); ‖ call wall — sticky, but below price · not a ceiling from here 345 (below price · 0.06 / 0.02% away); ‖ put wall — floor, slippery 335 (below price · 10.06 / 2.92% away); ⚡ gamma flip 336.88 (below price · 8.18 / 2.37% away); ↘ Reversal 335 (below price · 10.06 / 2.92% away)
- Expected move today ±8.93
- Strikes nearest the money (high to low): 360 positive, 355 positive, 350 positive, 345 positive, 340 positive, 335 negative
- Since yesterday's close, positioning grew at 345, 350, 355 and faded at 325, 335.
- ATM implied volatility 20.9%