CBOE gamma levels.
Where CBOE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CBOE $281.05 · down 0.13% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 270 (below price · 11.05 / 3.93% away); ↯ Surge — live flow 280 (below price · 1.05 / 0.37% away); ‖ call wall — ceiling, sticky 330 (above price · 48.95 / 17.42% away); ‖ put wall — floor, slippery 270 (below price · 11.05 / 3.93% away); ⚡ gamma flip 278.31 (below price · 2.74 / 0.97% away); ↘ Reversal 330 (above price · 48.95 / 17.42% away)
- Expected move today ±16.9 · pre-open reference
- Strikes nearest the money (high to low): 287.5 positive, 285 negative, 282.5 negative, 280 negative, 277.5 positive, 275 positive
- Since yesterday's close, positioning grew at 270, 275, 280 and faded at 290, 292.5.
- ATM implied volatility 41.2%