CFG gamma levels.
Where CFG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CFG $64.31 · down 0.03% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 65 (above price · 0.69 / 1.07% away); ↯ Surge, live flow 67.5 (above price · 3.19 / 4.96% away); ‖ call wall — ceiling, sticky 67.5 (above price · 3.19 / 4.96% away); ‖ put wall — slippery, but above price · not a floor from here 65 (above price · 0.69 / 1.07% away); ↘ Reversal 67.5 (above price · 3.19 / 4.96% away)
- Expected move today ±4.26
- Strikes nearest the money (high to low): 70 positive, 67.5 positive, 65 negative, 62.5 negative, 60 negative, 57.5 negative
- Since yesterday's close, positioning grew at 72.5 and faded at 65.
- ATM implied volatility 36.1%