CGNX gamma levels.
Where CGNX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CGNX $62.71 · down 2.29% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 65 (above price · 2.29 / 3.65% away); ↯ Surge — live flow 65 (above price · 2.29 / 3.65% away); ‖ call wall — ceiling, sticky 65 (above price · 2.29 / 3.65% away); ‖ put wall — floor, slippery 55 (below price · 7.71 / 12.29% away); ↘ Reversal 55 (below price · 7.71 / 12.29% away)
- Expected move today ±3.82 · pre-open reference
- Strikes nearest the money (high to low): 75 positive, 70 positive, 65 positive, 60 negative, 55 negative, 50 positive
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 55, 60 and faded at 65, 70, 75.
- ATM implied volatility 67.8%