CEG gamma levels.
Where CEG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CEG $293.89 · down 1.40% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 330 (above price · 36.11 / 12.29% away); ↯ Surge, live flow 305 (above price · 11.11 / 3.78% away); ‖ call wall — ceiling, sticky 330 (above price · 36.11 / 12.29% away); ‖ put wall — floor, slippery 270 (below price · 23.89 / 8.13% away); ⚡ gamma flip 289.37 (below price · 4.52 / 1.54% away); ↘ Reversal 270 (below price · 23.89 / 8.13% away)
- Expected move today ±17.5
- Strikes nearest the money (high to low): 300 positive, 297.5 positive, 295 positive, 292.5 positive, 290 negative, 287.5 positive
- Since yesterday's close, positioning grew at 260, 285, 300.
- ATM implied volatility 46.5%