CNQ gamma levels.
Where CNQ tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CNQ $54.65 · down 0.29% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 52.5 (below price · 2.15 / 3.93% away); ↯ Surge, live flow 53 (below price · 1.65 / 3.02% away); ‖ call wall — sticky, but below price · not a ceiling from here 52.5 (below price · 2.15 / 3.93% away); ‖ put wall — floor, slippery 53 (below price · 1.65 / 3.02% away)
- Expected move today ±1.73 · pre-open reference
- Strikes nearest the money (high to low): 57 positive, 56 positive, 55 positive, 54 positive, 53 negative, 52.5 positive
- Since yesterday's close, positioning grew at 50, 52.5 and faded at 55, 56, 60.
- ATM implied volatility 82.8%