CSX gamma levels.
Where CSX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- CSX $51.59 · up 1.22% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 52 (above price · 0.41 / 0.79% away); ↯ Surge — live flow 53 (above price · 1.41 / 2.73% away); ‖ call wall — ceiling, sticky 52 (above price · 0.41 / 0.79% away); ‖ put wall — floor, slippery 49 (below price · 2.59 / 5.02% away); ⚡ gamma flip 48.77 (below price · 2.82 / 5.47% away); ↘ Reversal 49 (below price · 2.59 / 5.02% away)
- Expected move today ±0.91
- Strikes nearest the money (high to low): 53 sticky, 52.5 sticky, 52 sticky, 51 sticky, 50 sticky, 49.5 slippery
- Since yesterday's close, positioning grew at 52, 60 and faded at 49, 50, 51.
- ATM implied volatility 18.6%