CNI gamma levels.

Where CNI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.

• CNI $121.98 · down 0.06% on the day · positive gamma overall (moves grind and levels hold)
• Levels: ★ Volt — biggest level 115 (below price · 6.98 / 5.72% away); ↯ Surge — live flow 120 (below price · 1.98 / 1.62% away); ‖ call wall — sticky, but below price · not a ceiling from here 115 (below price · 6.98 / 5.72% away); ‖ put wall — floor, slippery 120 (below price · 1.98 / 1.62% away); ↘ Reversal 120 (below price · 1.98 / 1.62% away)
• Expected move today ±5.04 · pre-open reference
• Strikes nearest the money (high to low): 135 positive, 130 positive, 125 positive, 120 negative, 115 positive, 110 positive
• Since yesterday's close, positioning grew at 115, 125.
• ATM implied volatility 58.1%