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 $59.23 · up 1.37% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 75 (above price · 15.77 / 26.63% away); ↯ Surge, live flow 75 (above price · 15.77 / 26.63% away); ‖ call wall — ceiling, sticky 75 (above price · 15.77 / 26.63% away); ‖ put wall — floor, slippery 55 (below price · 4.23 / 7.14% away); ↘ Reversal 55 (below price · 4.23 / 7.14% away)
- Expected move today ±11.0 · pre-open reference
- Strikes nearest the money (high to low): 70 positive, 65 positive, 60 positive, 55 negative, 50 negative, 45 negative
- 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 faded at 60, 70, 75.
- ATM implied volatility 72.0%