CMCSA gamma levels.
Where CMCSA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CMCSA $21.89 · up 1.48% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 25 (above price · 3.11 / 14.21% away); ↯ Surge, live flow 22.5 (above price · 0.61 / 2.79% away); ‖ call wall — ceiling, sticky 25 (above price · 3.11 / 14.21% away); ‖ put wall — floor, slippery 21 (below price · 0.89 / 4.07% away); ⚡ gamma flip 21.29 (below price · 0.60 / 2.74% away); ↘ Reversal 21 (below price · 0.89 / 4.07% away)
- Expected move today ±0.84 · pre-open reference
- Strikes nearest the money (high to low): 23 positive, 22.5 positive, 22 negative, 21.5 negative, 21 negative, 20.5 negative
- Since yesterday's close, positioning grew at 22.5, 23, 25 and faded at 18.5, 21.5, 22.
- Event pricing: the options market prices an unusually large move into 2026-12-04 (±$2.53 by that date, about 2x 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 51.4%