CROX gamma levels.
Where CROX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- CROX $122.23 · up 0.44% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 140 (above price · 17.77 / 14.54% away); ↯ Surge — live flow 120 (below price · 2.23 / 1.82% away); ‖ call wall — ceiling, sticky 140 (above price · 17.77 / 14.54% away); ‖ put wall — floor, slippery 115 (below price · 7.23 / 5.92% away); ⚡ gamma flip 114.51 (below price · 7.72 / 6.32% away); ↘ Reversal 115 (below price · 7.23 / 5.92% away)
- Expected move today ±13.1
- Strikes nearest the money (high to low): 135 slippery, 130 slippery, 125 sticky, 120 slippery, 115 slippery, 110 sticky
- ATM implied volatility 39.1%