CRSP gamma levels.
Where CRSP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- CRSP $57.72 · down 2.78% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 65 (above price · 7.28 / 12.61% away); ↯ Surge — live flow 60 (above price · 2.28 / 3.95% away); ‖ call wall — ceiling, sticky 65 (above price · 7.28 / 12.61% away); ‖ put wall — floor, slippery 57.5 (below price · 0.22 / 0.38% away); ↘ Reversal 57.5 (below price · 0.22 / 0.38% away)
- Expected move today ±1.67
- Strikes nearest the money (high to low): 65 sticky, 62.5 sticky, 60 sticky, 57.5 slippery, 55 slippery, 52.5 slippery
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 55 and faded at 60, 65, 75.
- ATM implied volatility 52.6%