CL gamma levels.
Where CL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- CL $91.08 · up 1.54% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 100 (above price · 8.92 / 9.79% away); ↯ Surge — live flow 90 (below price · 1.08 / 1.19% away); ‖ call wall — ceiling, sticky 100 (above price · 8.92 / 9.79% away); ‖ put wall — floor, slippery 80 (below price · 11.08 / 12.17% away); ⚡ gamma flip 85.16 (below price · 5.92 / 6.50% away); ↘ Reversal 80 (below price · 11.08 / 12.17% away)
- Expected move today ±1.29
- Strikes nearest the money (high to low): 97.5 sticky, 95 sticky, 92.5 sticky, 90 slippery, 87.5 slippery, 85 slippery
- Since yesterday's close, positioning grew at 87.5 and faded at 85, 92.5, 105.
- ATM implied volatility 25.5%