CCJ gamma levels.
Where CCJ tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- CCJ $100.01 · down 5.94% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 110 (above price · 9.99 / 9.99% away); ↯ Surge — live flow 95 (below price · 5.01 / 5.01% away); ‖ call wall — ceiling, sticky 110 (above price · 9.99 / 9.99% away); ‖ put wall — floor, slippery 80 (below price · 20.01 / 20.01% away); ⚡ gamma flip 98.41 (below price · 1.60 / 1.60% away); ↘ Reversal 105 (above price · 4.99 / 4.99% away)
- Expected move today ±1.56
- Strikes nearest the money (high to low): 115 sticky, 110 sticky, 105 slippery, 100 sticky, 95 slippery, 90 slippery
- Since yesterday's close, positioning grew at 80, 85, 95 and faded at 105, 110, 140.
- ATM implied volatility 40.9%