CBRL gamma levels.
Where CBRL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CBRL $67.66 · up 0.52% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 75 (above price · 7.34 / 10.85% away); ↯ Surge, live flow 65 (below price · 2.66 / 3.93% away); ‖ call wall — ceiling, sticky 75 (above price · 7.34 / 10.85% away); ‖ put wall — floor, slippery 52.5 (below price · 15.16 / 22.41% away); ↘ Reversal 52.5 (below price · 15.16 / 22.41% away)
- Expected move today ±9.38
- Strikes nearest the money (high to low): 75 positive, 72.5 positive, 70 positive, 67.5 negative, 65 positive, 62.5 positive
- Since yesterday's close, positioning grew at 72.5 and faded at 62.5.
- ATM implied volatility 48.5%