CF gamma levels.
Where CF tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CF $114.58 · up 2.73% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 115 (above price · 0.42 / 0.37% away); ↯ Surge, live flow 130 (above price · 15.42 / 13.46% away); ‖ call wall — ceiling, sticky 130 (above price · 15.42 / 13.46% away); ‖ put wall — slippery, but above price · not a floor from here 115 (above price · 0.42 / 0.37% away); ⚡ gamma flip 117.19 (above price · 2.61 / 2.28% away); ↘ Reversal 130 (above price · 15.42 / 13.46% away)
- Expected move today ±5.64
- Strikes nearest the money (high to low): 117 positive, 116 positive, 115 negative, 114 negative, 113 negative, 112 negative
- Since yesterday's close, positioning grew at 115, 122, 130 and faded at 105.
- ATM implied volatility 43.6%