CBRE gamma levels.
Where CBRE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- CBRE $150.87 · up 2.48% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 150 (below price · 0.87 / 0.58% away); ↯ Surge — live flow 165 (above price · 14.13 / 9.37% away); ‖ call wall — sticky, but below price · not a ceiling from here 150 (below price · 0.87 / 0.58% away); ‖ put wall — floor, slippery 130 (below price · 20.87 / 13.83% away)
- Expected move today ±12.1
- Strikes nearest the money (high to low): 165 sticky, 160 sticky, 155 sticky, 150 sticky, 145 sticky, 140 sticky
- Since yesterday's close, positioning grew at 150, 160, 170.
- ATM implied volatility 30.4%