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 $278.99 · down 0.24% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 280 (above price · 1.01 / 0.36% away); ↯ Surge — live flow 282.5 (above price · 3.51 / 1.26% away); ‖ call wall — ceiling, sticky 280 (above price · 1.01 / 0.36% away); ‖ put wall — floor, slippery 270 (below price · 8.99 / 3.22% away); ⚡ gamma flip 269.4 (below price · 9.59 / 3.44% away); ↘ Reversal 270 (below price · 8.99 / 3.22% away)
- Expected move today ±9.18 · pre-open reference
- Strikes nearest the money (high to low): 285 positive, 282.5 positive, 280 positive, 277.5 negative, 275 positive, 272.5 negative
- Since yesterday's close, positioning grew at 280.
- ATM implied volatility 23.5%