CHRW gamma levels.
Where CHRW tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CHRW $124.96 · down 2.07% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 135 (above price · 10.04 / 8.03% away); ↯ Surge, live flow 130 (above price · 5.04 / 4.03% away); ‖ call wall — ceiling, sticky 135 (above price · 10.04 / 8.03% away); ‖ put wall — floor, slippery 120 (below price · 4.96 / 3.97% away); ↘ Reversal 120 (below price · 4.96 / 3.97% away)
- Expected move today ±12.2 · pre-open reference
- Strikes nearest the money (high to low): 135 positive, 130 positive, 125 positive, 120 negative, 115 negative, 110 negative
- Since yesterday's close, positioning grew at 100, 135, 145 and faded at 125, 130, 170.
- ATM implied volatility 37.1%