CLF gamma levels.
Where CLF tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CLF $11.87 · down 1.58% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 12 (above price · 0.13 / 1.10% away); ↯ Surge — live flow 12.5 (above price · 0.63 / 5.31% away); ‖ call wall — ceiling, sticky 12 (above price · 0.13 / 1.10% away); ‖ put wall — floor, slippery 11 (below price · 0.87 / 7.33% away); ↘ Reversal 11 (below price · 0.87 / 7.33% away)
- Expected move today ±0.91 · pre-open reference
- Strikes nearest the money (high to low): 13 positive, 12.5 positive, 12 positive, 11.5 negative, 11 negative, 10.5 negative
- Since yesterday's close, positioning grew at 12.5 and faded at 12, 13, 13.5.
- ATM implied volatility 77.6%