CHTR gamma levels.
Where CHTR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CHTR $107.31 · up 1.82% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 117 (above price · 9.69 / 9.03% away); ↯ Surge, live flow 104 (below price · 3.31 / 3.08% away); ‖ call wall — ceiling, sticky 117 (above price · 9.69 / 9.03% away); ‖ put wall — slippery, but above price · not a floor from here 120 (above price · 12.69 / 11.83% away); ⚡ gamma flip 115.44 (above price · 8.13 / 7.58% away); ↘ Reversal 120 (above price · 12.69 / 11.83% away)
- Expected move today ±5.05 · pre-open reference
- Strikes nearest the money (high to low): 110 negative, 109 negative, 108 positive, 107 negative, 106 positive, 105 negative
- Since yesterday's close, positioning grew at 107, 109, 110 and faded at 90.
- ATM implied volatility 79.1%