CE gamma levels.
Where CE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CE $47.25 · up 2.07% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 50 (above price · 2.75 / 5.82% away); ↯ Surge — live flow 55 (above price · 7.75 / 16.40% away); ‖ call wall — ceiling, sticky 50 (above price · 2.75 / 5.82% away); ‖ put wall — slippery, but above price · not a floor from here 65 (above price · 17.75 / 37.57% away)
- Expected move today ±3.16 · pre-open reference
- Strikes nearest the money (high to low): 60 negative, 55 positive, 50 positive, 45 positive, 40 negative, 35 negative
- Since yesterday's close, positioning grew at 50 and faded at 45.
- ATM implied volatility 45.9%