CSX gamma levels.
Where CSX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CSX $47.43 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 52.5 (above price · 5.07 / 10.69% away); ↯ Surge, live flow 48 (above price · 0.57 / 1.20% away); ‖ call wall — ceiling, sticky 52.5 (above price · 5.07 / 10.69% away); ‖ put wall — floor, slippery 45 (below price · 2.43 / 5.12% away); ⚡ gamma flip 43.56 (below price · 3.87 / 8.16% away); ↘ Reversal 45 (below price · 2.43 / 5.12% away)
- Expected move today ±2.23
- Strikes nearest the money (high to low): 48.5 positive, 48 positive, 47.5 negative, 47 positive, 46.5 positive, 46 negative
- Since yesterday's close, positioning grew at 48.5, 52.5 and faded at 47.5.
- Event pricing: the options market prices an unusually large move into 2026-10-23 (±$3.79 by that date, about 2.1x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 33.8%