CCEP gamma levels.
Where CCEP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CCEP $110.84 · down 2.97% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 115 (above price · 4.16 / 3.75% away); ↯ Surge, live flow 115 (above price · 4.16 / 3.75% away); ‖ call wall — ceiling, sticky 115 (above price · 4.16 / 3.75% away); ‖ put wall — floor, slippery 100 (below price · 10.84 / 9.78% away); ↘ Reversal 100 (below price · 10.84 / 9.78% away)
- Expected move today ±8.25
- Strikes nearest the money (high to low): 125 positive, 120 positive, 115 positive, 110 positive, 105 positive, 100 negative
- Since yesterday's close, positioning grew at 110, 120.
- ATM implied volatility 27.8%