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 $87.31 · down 2.37% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 95 (above price · 7.69 / 8.81% away); ↯ Surge, live flow 90 (above price · 2.69 / 3.08% away); ‖ call wall — ceiling, sticky 95 (above price · 7.69 / 8.81% away); ‖ put wall — floor, slippery 80 (below price · 7.31 / 8.37% away); ↘ Reversal 80 (below price · 7.31 / 8.37% away)
- Expected move today ±7.25 · pre-open reference
- Strikes nearest the money (high to low): 92.5 positive, 90 positive, 87.5 negative, 85 positive, 82.5 negative, 80 negative
- Since yesterday's close, positioning faded at 92.5, 95, 97.5.
- ATM implied volatility 33.9%