CRH gamma levels.
Where CRH tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CRH $81.05 · down 0.60% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 95 (above price · 13.95 / 17.21% away); ↯ Surge, live flow 83 (above price · 1.95 / 2.41% away); ‖ call wall — ceiling, sticky 95 (above price · 13.95 / 17.21% away); ‖ put wall — slippery, but above price · not a floor from here 85 (above price · 3.95 / 4.87% away); ⚡ gamma flip 83.86 (above price · 2.81 / 3.47% away); ↘ Reversal 85 (above price · 3.95 / 4.87% away)
- Expected move today ±4.89
- Strikes nearest the money (high to low): 83 positive, 82.5 negative, 82 positive, 81 negative, 80 negative, 79 negative
- Since yesterday's close, positioning grew at 90 and faded at 95.
- ATM implied volatility 45.2%