CFG gamma levels.
Where CFG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- CFG $69.86 · up 0.22% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 70 (above price · 0.14 / 0.20% away); ↯ Surge — live flow 75 (above price · 5.14 / 7.36% away); ‖ call wall — ceiling, sticky 70 (above price · 0.14 / 0.20% away); ‖ put wall — floor, slippery 65 (below price · 4.86 / 6.96% away); ↘ Reversal 65 (below price · 4.86 / 6.96% away)
- Expected move today ±0.93
- Strikes nearest the money (high to low): 75 sticky, 72.5 sticky, 70 sticky, 67.5 sticky, 65 slippery, 62.5 slippery
- Since yesterday's close, positioning grew at 72.5 and faded at 70, 75, 77.5.
- ATM implied volatility 23.0%