CPB gamma levels.
Where CPB tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CPB $19.08 · down 0.68% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 19 (below price · 0.08 / 0.42% away); ↯ Surge, live flow 19 (below price · 0.08 / 0.42% away); ‖ call wall — sticky, but below price · not a ceiling from here 19 (below price · 0.08 / 0.42% away); ‖ put wall — slippery, but above price · not a floor from here 20 (above price · 0.92 / 4.82% away); ⚡ gamma flip 17.78 (below price · 1.30 / 6.81% away); ↘ Reversal 20 (above price · 0.92 / 4.82% away)
- Expected move today ±0.97
- Strikes nearest the money (high to low): 20.5 positive, 20 negative, 19.5 positive, 19 positive, 18.5 positive, 18 negative
- Since yesterday's close, positioning grew at 18.5, 19.
- ATM implied volatility 37.1%