CEG gamma levels.
Where CEG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- CEG $276.75 · down 2.00% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 260 (below price · 16.75 / 6.05% away); ↯ Surge — live flow 250 (below price · 26.75 / 9.67% away); ‖ call wall — ceiling, sticky 280 (above price · 3.25 / 1.17% away); ‖ put wall — floor, slippery 260 (below price · 16.75 / 6.05% away); ⚡ gamma flip 281.73 (above price · 4.98 / 1.80% away); ↘ Reversal 300 (above price · 23.25 / 8.40% away)
- Expected move today ±3.53
- Strikes nearest the money (high to low): 290 sticky, 285 sticky, 280 sticky, 275 slippery, 270 slippery, 265 slippery
- Since yesterday's close, positioning grew at 250, 260, 270 and faded at 280, 285, 290.
- ATM implied volatility 37.4%