CNP gamma levels.
Where CNP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CNP $37.75 · down 0.11% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 37 (below price · 0.75 / 1.99% away); ↯ Surge, live flow 38 (above price · 0.25 / 0.66% away); ‖ call wall — sticky, but below price · not a ceiling from here 37 (below price · 0.75 / 1.99% away); ‖ put wall — slippery, but above price · not a floor from here 38 (above price · 0.25 / 0.66% away); ↘ Reversal 38 (above price · 0.25 / 0.66% away)
- Expected move today ±1.38
- Strikes nearest the money (high to low): 40 positive, 39 negative, 38 negative, 37 positive, 36 positive, 35 negative
- Since yesterday's close, positioning faded at 37.
- ATM implied volatility 23.4%