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 $123.24 · down 0.86% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 130 (above price · 6.76 / 5.49% away); ↯ Surge, live flow 140 (above price · 16.76 / 13.60% away); ‖ call wall — ceiling, sticky 130 (above price · 6.76 / 5.49% away); ‖ put wall — floor, slippery 120 (below price · 3.24 / 2.63% away); ↘ Reversal 120 (below price · 3.24 / 2.63% away)
- Expected move today ±7.34 · pre-open reference
- Strikes nearest the money (high to low): 135 positive, 130 positive, 125 positive, 120 negative, 115 negative, 110 positive
- Since yesterday's close, positioning grew at 110, 120, 130 and faded at 125, 140, 145.
- ATM implied volatility 24.9%