CI gamma levels.
Where CI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CI $298.07 · up 1.04% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 310 (above price · 11.93 / 4.00% away); ↯ Surge, live flow 297.5 (below price · 0.57 / 0.19% away); ‖ call wall — ceiling, sticky 310 (above price · 11.93 / 4.00% away); ‖ put wall — floor, slippery 250 (below price · 48.07 / 16.13% away); ↘ Reversal 250 (below price · 48.07 / 16.13% away)
- Expected move today ±7.25 · pre-open reference
- Strikes nearest the money (high to low): 305 positive, 302.5 positive, 300 positive, 297.5 negative, 295 negative, 292.5 negative
- Since yesterday's close, positioning grew at 307.5, 310, 340 and faded at 280.
- ATM implied volatility 40.9%