CHD gamma levels.
Where CHD tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CHD $99.87 · up 1.79% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 100 (above price · 0.13 / 0.13% away); ↯ Surge, live flow 95 (below price · 4.87 / 4.88% away); ‖ call wall — ceiling, sticky 100 (above price · 0.13 / 0.13% away); ‖ put wall — floor, slippery 90 (below price · 9.87 / 9.88% away)
- Expected move today ±3.28
- Strikes nearest the money (high to low): 110 positive, 105 positive, 100 positive, 95 positive, 90 negative, 85 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 grew at 100, 105 and faded at 95.
- ATM implied volatility 21.9%