CME gamma levels.
Where CME tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- CME $274.98 · up 1.52% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 280 (above price · 5.02 / 1.83% away); ↯ Surge — live flow 282.5 (above price · 7.52 / 2.73% away); ‖ call wall — ceiling, sticky 280 (above price · 5.02 / 1.83% away); ‖ put wall — floor, slippery 265 (below price · 9.98 / 3.63% away); ⚡ gamma flip 263.31 (below price · 11.67 / 4.24% away); ↘ Reversal 265 (below price · 9.98 / 3.63% away)
- Expected move today ±2.70
- Strikes nearest the money (high to low): 280 sticky, 277.5 sticky, 275 sticky, 272.5 slippery, 270 sticky, 267.5 slippery
- Since yesterday's close, positioning grew at 250, 277.5, 282.5 and faded at 265, 270, 272.5.
- ATM implied volatility 23.3%