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 $1053.56 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 1060 (above price · 6.44 / 0.61% away); ↯ Surge, live flow 1030 (below price · 23.56 / 2.24% away); ‖ call wall — ceiling, sticky 1060 (above price · 6.44 / 0.61% away); ‖ put wall — floor, slippery 920 (below price · 133.56 / 12.68% away); ⚡ gamma flip 980.81 (below price · 72.75 / 6.91% away); ↘ Reversal 920 (below price · 133.56 / 12.68% away)
- Expected move today ±36.0 · pre-open reference
- Strikes nearest the money (high to low): 1060 positive, 1057.5 negative, 1055 positive, 1052.5 positive, 1050 positive, 1047.5 positive
- 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 faded at 1060, 1065, 1070.
- ATM implied volatility 24.6%