CSL gamma levels.
Where CSL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CSL $363.07 · up 5.17% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 360 (below price · 3.07 / 0.85% away); ↯ Surge, live flow 360 (below price · 3.07 / 0.85% away); ‖ call wall — sticky, but below price · not a ceiling from here 290 (below price · 73.07 / 20.13% away); ‖ put wall — floor, slippery 360 (below price · 3.07 / 0.85% away); ↘ Reversal 290 (below price · 73.07 / 20.13% away)
- Expected move today ±32.5 · pre-open reference
- Strikes nearest the money (high to low): 390 positive, 380 positive, 370 positive, 360 negative, 350 positive, 340 positive
- Weekly magnet confluence: the next 3 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 360 and faded at 320.
- ATM implied volatility 36.0%