CLS gamma levels.
Where CLS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- CLS $298.70 · down 5.89% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 300 (above price · 1.30 / 0.44% away); ↯ Surge — live flow 312.5 (above price · 13.80 / 4.62% away); ‖ call wall — ceiling, sticky 400 (above price · 101.30 / 33.91% away); ‖ put wall — slippery, but above price · not a floor from here 300 (above price · 1.30 / 0.44% away); ⚡ gamma flip 297.58 (below price · 1.12 / 0.37% away); ↘ Reversal 400 (above price · 101.30 / 33.91% away)
- Expected move today ±6.01
- Strikes nearest the money (high to low): 305 slippery, 302.5 sticky, 300 slippery, 297.5 slippery, 295 slippery, 292.5 slippery
- Since yesterday's close, positioning grew at 260, 270, 280 and faded at 310, 315, 320.
- ATM implied volatility 58.6%