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 $30.30 · up 0.76% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 27.5 (below price · 2.80 / 9.24% away); ↯ Surge — live flow 30 (below price · 0.30 / 0.99% away); ‖ call wall — ceiling, sticky 35 (above price · 4.70 / 15.51% away); ‖ put wall — floor, slippery 27.5 (below price · 2.80 / 9.24% away); ⚡ gamma flip 29.99 (below price · 0.31 / 1.02% away); ↘ Reversal 35 (above price · 4.70 / 15.51% away)
- Expected move today ±1.50 · pre-open reference
- Strikes nearest the money (high to low): 37.5 positive, 35 positive, 32.5 positive, 30 negative, 27.5 negative, 25 negative
- Since yesterday's close, positioning faded at 27.5, 30.
- ATM implied volatility 38.4%