COR gamma levels.
Where COR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- COR $325.06 · up 0.37% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 330 (above price · 4.94 / 1.52% away); ↯ Surge, live flow 290 (below price · 35.06 / 10.79% away); ‖ call wall — ceiling, sticky 330 (above price · 4.94 / 1.52% away); ‖ put wall — floor, slippery 310 (below price · 15.06 / 4.63% away); ↘ Reversal 310 (below price · 15.06 / 4.63% away)
- Expected move today ±11.6
- Strikes nearest the money (high to low): 350 positive, 340 positive, 330 positive, 320 positive, 310 negative, 300 negative
- Since yesterday's close, positioning grew at 330.
- ATM implied volatility 29.7%