CRSP gamma levels.
Where CRSP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CRSP $51.55 · down 3.45% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 55 (above price · 3.45 / 6.69% away); ↯ Surge, live flow 50 (below price · 1.55 / 3.01% away); ‖ call wall — ceiling, sticky 60 (above price · 8.45 / 16.39% away); ‖ put wall — slippery, but above price · not a floor from here 55 (above price · 3.45 / 6.69% away); ⚡ gamma flip 52.37 (above price · 0.82 / 1.59% away); ↘ Reversal 60 (above price · 8.45 / 16.39% away)
- Expected move today ±4.20
- Strikes nearest the money (high to low): 54 negative, 53 negative, 52.5 negative, 52 negative, 51 negative, 50 negative
- Since yesterday's close, positioning grew at 45, 48, 50 and faded at 55, 60, 62.
- ATM implied volatility 78.0%