CP gamma levels.

Where CP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.

• CP $90.23 · up 0.96% on the day · positive gamma overall (moves grind and levels hold)
• Levels: ★ Volt — biggest level 90 (below price · 0.23 / 0.25% away); ↯ Surge — live flow 90 (below price · 0.23 / 0.25% away); ‖ call wall — sticky, but below price · not a ceiling from here 90 (below price · 0.23 / 0.25% away); ‖ put wall — floor, slippery 87.5 (below price · 2.73 / 3.03% away)
• Expected move today ±2.63 · pre-open reference
• Strikes nearest the money (high to low): 97.5 positive, 95 positive, 92.5 positive, 90 positive, 87.5 negative, 85 negative
• Since yesterday's close, positioning grew at 90, 92.5, 95.
• ATM implied volatility 21.6%