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 $93.85 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 100 (above price · 6.15 / 6.55% away); ↯ Surge, live flow 100 (above price · 6.15 / 6.55% away); ‖ call wall — ceiling, sticky 115 (above price · 21.15 / 22.54% away); ‖ put wall — slippery, but above price · not a floor from here 100 (above price · 6.15 / 6.55% away); ⚡ gamma flip 103.54 (above price · 9.69 / 10.32% away); ↘ Reversal 115 (above price · 21.15 / 22.54% away)
- Expected move today ±11.3 · pre-open reference
- Strikes nearest the money (high to low): 96 negative, 95 negative, 94 negative, 93 negative, 92.5 negative, 92 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 75, 80, 101 and faded at 98, 99, 105.
- ATM implied volatility 87.0%