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 $50.95 · up 2.21% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 50 (below price · 0.95 / 1.86% away); ↯ Surge — live flow 51 (above price · 0.05 / 0.10% away); ‖ call wall — sticky, but below price · not a ceiling from here 50 (below price · 0.95 / 1.86% away); ‖ put wall — floor, slippery 47.5 (below price · 3.45 / 6.77% away)
- Expected move today ±2.32 · pre-open reference
- Strikes nearest the money (high to low): 52.5 positive, 52 positive, 51 positive, 50 positive, 49.5 negative, 49 negative
- Since yesterday's close, positioning grew at 50.
- ATM implied volatility 31.8%