COST gamma levels.
Where COST tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- COST $899.41 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 890 (below price · 9.41 / 1.05% away); ↯ Surge — live flow 900 (above price · 0.59 / 0.07% away); ‖ call wall — ceiling, sticky 1000 (above price · 100.59 / 11.18% away); ‖ put wall — floor, slippery 890 (below price · 9.41 / 1.05% away); ⚡ gamma flip 918.38 (above price · 18.97 / 2.11% away); ↘ Reversal 1000 (above price · 100.59 / 11.18% away)
- Expected move today ±35.3 · pre-open reference
- Strikes nearest the money (high to low): 905 positive, 902.5 positive, 900 negative, 897.5 negative, 895 negative, 892.5 negative
- ATM implied volatility 43.2%