CSCO gamma levels.
Where CSCO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CSCO $106.23 · down 0.20% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 105 (below price · 1.23 / 1.16% away); ↯ Surge — live flow 109 (above price · 2.77 / 2.61% away); ‖ call wall — ceiling, sticky 109 (above price · 2.77 / 2.61% away); ‖ put wall — floor, slippery 105 (below price · 1.23 / 1.16% away); ⚡ gamma flip 104.34 (below price · 1.89 / 1.78% away); ↘ Reversal 109 (above price · 2.77 / 2.61% away)
- Expected move today ±3.36 · pre-open reference
- Strikes nearest the money (high to low): 109 positive, 108 positive, 107 positive, 106 negative, 105 negative, 104 negative
- Since yesterday's close, positioning grew at 104, 109, 110 and faded at 107, 108.
- ATM implied volatility 34.6%