CCJ gamma levels.
Where CCJ tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CCJ $86.12 · down 2.20% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 80 (below price · 6.12 / 7.11% away); ↯ Surge, live flow 85 (below price · 1.12 / 1.30% away); ‖ call wall — ceiling, sticky 100 (above price · 13.88 / 16.12% away); ‖ put wall — floor, slippery 80 (below price · 6.12 / 7.11% away); ⚡ gamma flip 92.94 (above price · 6.82 / 7.92% away); ↘ Reversal 100 (above price · 13.88 / 16.12% away)
- Expected move today ±4.61
- Strikes nearest the money (high to low): 89 negative, 88 negative, 87 negative, 86 negative, 85 negative, 84 negative
- Since yesterday's close, positioning grew at 80, 81, 85.
- ATM implied volatility 44.4%