CROX gamma levels.
Where CROX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CROX $116.90 · up 1.67% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 140 (above price · 23.10 / 19.76% away); ↯ Surge, live flow 115 (below price · 1.90 / 1.63% away); ‖ call wall — ceiling, sticky 140 (above price · 23.10 / 19.76% away); ‖ put wall — floor, slippery 115 (below price · 1.90 / 1.63% away); ⚡ gamma flip 107.88 (below price · 9.02 / 7.72% away); ↘ Reversal 115 (below price · 1.90 / 1.63% away)
- Expected move today ±6.96
- Strikes nearest the money (high to low): 130 positive, 125 negative, 120 negative, 115 negative, 110 negative, 105 negative
- Since yesterday's close, positioning grew at 115, 120, 130 and faded at 105, 110.
- ATM implied volatility 44.9%