CHD gamma levels.
Where CHD tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- CHD $101.25 · down 1.09% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 105 (above price · 3.75 / 3.70% away); ↯ Surge — live flow 95 (below price · 6.25 / 6.18% away); ‖ call wall — ceiling, sticky 105 (above price · 3.75 / 3.70% away); ‖ put wall — floor, slippery 95 (below price · 6.25 / 6.18% away); ⚡ gamma flip 91.33 (below price · 9.92 / 9.80% away); ↘ Reversal 95 (below price · 6.25 / 6.18% away)
- Expected move today ±4.70
- Strikes nearest the money (high to low): 115 sticky, 110 sticky, 105 sticky, 100 sticky, 95 slippery, 90 slippery
- Since yesterday's close, positioning grew at 95 and faded at 100, 105.
- ATM implied volatility 24.3%