CRL gamma levels.
Where CRL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CRL $345.37 · up 1.68% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 350 (above price · 4.63 / 1.34% away); ↯ Surge, live flow 320 (below price · 25.37 / 7.35% away); ‖ call wall — ceiling, sticky 350 (above price · 4.63 / 1.34% away); ‖ put wall — floor, slippery 340 (below price · 5.37 / 1.55% away); ↘ Reversal 340 (below price · 5.37 / 1.55% away)
- Expected move today ±59.9
- Strikes nearest the money (high to low): 370 positive, 360 positive, 350 positive, 340 negative, 330 positive, 320 positive
- Since yesterday's close, positioning faded at 300.
- ATM implied volatility 63.8%