CPRT gamma levels.
Where CPRT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CPRT $29.45 · up 1.69% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 32.5 (above price · 3.05 / 10.36% away); ↯ Surge, live flow 30 (above price · 0.55 / 1.87% away); ‖ call wall — ceiling, sticky 32.5 (above price · 3.05 / 10.36% away); ‖ put wall — floor, slippery 27.5 (below price · 1.95 / 6.62% away); ↘ Reversal 27.5 (below price · 1.95 / 6.62% away)
- Expected move today ±2.99 · pre-open reference
- Strikes nearest the money (high to low): 35 positive, 32.5 positive, 30 positive, 27.5 negative, 25 negative, 22.5 negative
- Since yesterday's close, positioning grew at 30, 32.5, 35 and faded at 27.5.
- ATM implied volatility 38.2%