CL gamma levels.
Where CL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CL $86.19 · up 2.29% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 85 (below price · 1.19 / 1.38% away); ↯ Surge, live flow 86 (below price · 0.19 / 0.22% away); ‖ call wall — ceiling, sticky 100 (above price · 13.81 / 16.02% away); ‖ put wall — floor, slippery 85 (below price · 1.19 / 1.38% away); ⚡ gamma flip 84.27 (below price · 1.92 / 2.23% away); ↘ Reversal 100 (above price · 13.81 / 16.02% away)
- Expected move today ±2.48
- Strikes nearest the money (high to low): 88 positive, 87.5 positive, 87 positive, 86 negative, 85 negative, 84 negative
- Since yesterday's close, positioning grew at 87.5, 90, 100 and faded at 80, 82.5, 85.
- Event pricing: the options market prices an unusually large move into 2026-10-30 (±$5.98 by that date, about 1.7x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 21.9%