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 $433.01 · down 2.42% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 440 (above price · 6.99 / 1.61% away); ↯ Surge — live flow 460 (above price · 26.99 / 6.23% away); ‖ call wall — ceiling, sticky 510 (above price · 76.99 / 17.78% away); ‖ put wall — slippery, but above price · not a floor from here 440 (above price · 6.99 / 1.61% away); ⚡ gamma flip 472.63 (above price · 39.62 / 9.15% away)
- Expected move today ±29.9 · pre-open reference
- Strikes nearest the money (high to low): 460 negative, 450 negative, 440 negative, 430 negative, 420 negative, 410 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 440 and faded at 540.
- ATM implied volatility 47.0%