COF gamma levels.
Where COF tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- COF $201.14 · up 0.94% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 210 (above price · 8.86 / 4.40% away); ↯ Surge, live flow 202.5 (above price · 1.36 / 0.68% away); ‖ call wall — ceiling, sticky 210 (above price · 8.86 / 4.40% away); ‖ put wall — floor, slippery 195 (below price · 6.14 / 3.05% away); ⚡ gamma flip 194.49 (below price · 6.65 / 3.31% away); ↘ Reversal 195 (below price · 6.14 / 3.05% away)
- Expected move today ±7.83
- Strikes nearest the money (high to low): 207.5 positive, 205 positive, 202.5 positive, 200 positive, 197.5 negative, 195 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 200, 202.5.
- ATM implied volatility 33.2%