CCL gamma levels.
Where CCL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CCL $22.33 · up 0.22% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 25 (above price · 2.67 / 11.96% away); ↯ Surge — live flow 23 (above price · 0.67 / 3.00% away); ‖ call wall — ceiling, sticky 23 (above price · 0.67 / 3.00% away); ‖ put wall — slippery, but above price · not a floor from here 25 (above price · 2.67 / 11.96% away); ↘ Reversal 23 (above price · 0.67 / 3.00% away)
- Expected move today ±1.00 · pre-open reference
- Strikes nearest the money (high to low): 23.5 positive, 23 positive, 22.5 negative, 22 negative, 21.5 negative, 21 negative
- ATM implied volatility 47.0%