CHWY gamma levels.
Where CHWY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CHWY $19.50 · up 2.90% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 17.5 (below price · 2.00 / 10.26% away); ↯ Surge, live flow 19.5 (above price · 0.00 / 0.00% away); ‖ call wall — ceiling, sticky 20 (above price · 0.50 / 2.56% away); ‖ put wall — floor, slippery 17.5 (below price · 2.00 / 10.26% away); ⚡ gamma flip 19.06 (below price · 0.44 / 2.26% away); ↘ Reversal 20 (above price · 0.50 / 2.56% away)
- Expected move today ±1.08
- Strikes nearest the money (high to low): 21 positive, 20.5 positive, 20 positive, 19.5 positive, 19 positive, 18.5 negative
- Since yesterday's close, positioning grew at 20, 20.5, 22.5 and faded at 17.5.
- ATM implied volatility 49.1%