CMI gamma levels.
Where CMI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- CMI $564.85 · down 1.57% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 530 (below price · 34.85 / 6.17% away); ↯ Surge — live flow 580 (above price · 15.15 / 2.68% away); ‖ call wall — ceiling, sticky 580 (above price · 15.15 / 2.68% away); ‖ put wall — floor, slippery 530 (below price · 34.85 / 6.17% away); ⚡ gamma flip 602.85 (above price · 38.00 / 6.73% away); ↘ Reversal 580 (above price · 15.15 / 2.68% away)
- Expected move today ±44.4
- Strikes nearest the money (high to low): 590 slippery, 580 sticky, 570 slippery, 560 sticky, 550 slippery, 540 slippery
- Since yesterday's close, positioning grew at 530, 540, 550 and faded at 580, 610, 630.
- ATM implied volatility 32.1%