CBRS gamma levels.
Where CBRS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CBRS $206.75 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 250 (above price · 43.25 / 20.92% away); ↯ Surge — live flow 210 (above price · 3.25 / 1.57% away); ‖ call wall — ceiling, sticky 250 (above price · 43.25 / 20.92% away); ‖ put wall — floor, slippery 170 (below price · 36.75 / 17.78% away); ⚡ gamma flip 199.34 (below price · 7.41 / 3.58% away); ↘ Reversal 170 (below price · 36.75 / 17.78% away)
- Expected move today ±22.4 · pre-open reference
- Strikes nearest the money (high to low): 212.5 positive, 210 positive, 207.5 positive, 205 positive, 202.5 negative, 200 negative
- Since yesterday's close, positioning grew at 185, 190 and faded at 210, 217.5, 225.
- ATM implied volatility 76.5%