COP gamma levels.
Where COP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- COP $137.56 · up 2.58% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 150 (above price · 12.44 / 9.04% away); ↯ Surge, live flow 125 (below price · 12.56 / 9.13% away); ‖ call wall — ceiling, sticky 150 (above price · 12.44 / 9.04% away); ‖ put wall — floor, slippery 128 (below price · 9.56 / 6.95% away)
- Expected move today ±5.41
- Strikes nearest the money (high to low): 140 positive, 139 positive, 138 positive, 137 positive, 136 positive, 135 positive
- Since yesterday's close, positioning grew at 140, 145, 150 and faded at 125, 130.
- ATM implied volatility 33.0%