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 $318.69 · down 0.54% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 330 (above price · 11.31 / 3.55% away); ↯ Surge, live flow 350 (above price · 31.31 / 9.82% away); ‖ call wall — ceiling, sticky 330 (above price · 11.31 / 3.55% away); ‖ put wall — floor, slippery 290 (below price · 28.69 / 9.00% away); ↘ Reversal 290 (below price · 28.69 / 9.00% away)
- Expected move today ±18.0 · pre-open reference
- Strikes nearest the money (high to low): 325 negative, 322.5 positive, 320 positive, 317.5 negative, 315 positive, 312.5 negative
- Since yesterday's close, positioning grew at 315, 320 and faded at 330.
- ATM implied volatility 108.1%