CNR gamma levels.
Where CNR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CNR $79.31 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 80 (above price · 0.69 / 0.87% away); ↯ Surge, live flow 80 (above price · 0.69 / 0.87% away); ‖ call wall — ceiling, sticky 95 (above price · 15.69 / 19.78% away); ‖ put wall — slippery, but above price · not a floor from here 80 (above price · 0.69 / 0.87% away); ⚡ gamma flip 77.52 (below price · 1.79 / 2.26% away); ↘ Reversal 95 (above price · 15.69 / 19.78% away)
- Expected move today ±9.13 · pre-open reference
- Strikes nearest the money (high to low): 90 positive, 85 negative, 80 negative, 75 negative, 70 negative, 65 negative
- ATM implied volatility 52.5%