CRS gamma levels.
Where CRS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CRS $299.94 · up 7.12% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 270 (below price · 29.94 / 9.98% away); ↯ Surge, live flow 290 (below price · 9.94 / 3.31% away); ‖ call wall — ceiling, sticky 300 (above price · 0.06 / 0.02% away); ‖ put wall — floor, slippery 270 (below price · 29.94 / 9.98% away); ↘ Reversal 300 (above price · 0.06 / 0.02% away)
- Expected move today ±36.7 · pre-open reference
- Strikes nearest the money (high to low): 320 positive, 310 positive, 300 positive, 290 negative, 280 negative, 270 negative
- Since yesterday's close, positioning grew at 300, 310 and faded at 450.
- ATM implied volatility 51.8%