CME gamma levels.
Where CME tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CME $270.03 · up 2.62% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 300 (above price · 29.97 / 11.10% away); ↯ Surge, live flow 267.5 (below price · 2.53 / 0.94% away); ‖ call wall — ceiling, sticky 300 (above price · 29.97 / 11.10% away); ‖ put wall — floor, slippery 250 (below price · 20.03 / 7.42% away); ⚡ gamma flip 265.03 (below price · 5.00 / 1.85% away); ↘ Reversal 250 (below price · 20.03 / 7.42% away)
- Expected move today ±8.99
- Strikes nearest the money (high to low): 277.5 positive, 275 positive, 272.5 positive, 270 negative, 267.5 positive, 265 negative
- Since yesterday's close, positioning grew at 272.5, 277.5, 290 and faded at 240, 250, 260.
- ATM implied volatility 52.2%