COCO gamma levels.
Where COCO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- COCO $56.27 · down 0.18% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 60 (above price · 3.73 / 6.63% away); ↯ Surge, live flow 60 (above price · 3.73 / 6.63% away); ‖ call wall — ceiling, sticky 60 (above price · 3.73 / 6.63% away); ‖ put wall — floor, slippery 50 (below price · 6.27 / 11.14% away); ↘ Reversal 50 (below price · 6.27 / 11.14% away)
- Expected move today ±6.87 · pre-open reference
- Strikes nearest the money (high to low): 70 positive, 65 positive, 60 positive, 55 negative, 50 negative, 45 positive
- ATM implied volatility 48.5%