CNC gamma levels.
Where CNC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- CNC $64.75 · down 0.89% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 75 (above price · 10.25 / 15.83% away); ↯ Surge — live flow 69 (above price · 4.25 / 6.56% away); ‖ call wall — ceiling, sticky 75 (above price · 10.25 / 15.83% away); ‖ put wall — floor, slippery 61 (below price · 3.75 / 5.79% away); ↘ Reversal 61 (below price · 3.75 / 5.79% away)
- Expected move today ±1.02
- Strikes nearest the money (high to low): 67 sticky, 66 sticky, 65 sticky, 64 slippery, 63 slippery, 62.5 sticky
- Since yesterday's close, positioning grew at 65.
- ATM implied volatility 36.4%