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 $48.15 · down 1.43% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 50 (above price · 1.85 / 3.84% away); ↯ Surge, live flow 55 (above price · 6.85 / 14.23% away); ‖ call wall — ceiling, sticky 50 (above price · 1.85 / 3.84% away); ‖ put wall — floor, slippery 40 (below price · 8.15 / 16.93% away); ↘ Reversal 40 (below price · 8.15 / 16.93% away)
- Expected move today ±8.41 · pre-open reference
- Strikes nearest the money (high to low): 60 positive, 55 positive, 50 positive, 45 negative, 40 negative, 35 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 50.
- ATM implied volatility 65.1%