CRH gamma levels.
Where CRH tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- CRH $95.86 · up 0.53% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 100 (above price · 4.14 / 4.32% away); ↯ Surge — live flow 86 (below price · 9.86 / 10.29% away); ‖ call wall — ceiling, sticky 110 (above price · 14.14 / 14.75% away); ‖ put wall — slippery, but above price · not a floor from here 100 (above price · 4.14 / 4.32% away); ⚡ gamma flip 105.48 (above price · 9.62 / 10.04% away); ↘ Reversal 110 (above price · 14.14 / 14.75% away)
- Expected move today ±1.50
- Strikes nearest the money (high to low): 98 sticky, 97.5 slippery, 97 sticky, 96 slippery, 95 slippery, 94 sticky
- Since yesterday's close, positioning grew at 91, 97.5, 100 and faded at 95.
- ATM implied volatility 27.8%