CTAS gamma levels.
Where CTAS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CTAS $205.23 · up 1.39% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 210 (above price · 4.77 / 2.32% away); ↯ Surge, live flow 210 (above price · 4.77 / 2.32% away); ‖ call wall — ceiling, sticky 210 (above price · 4.77 / 2.32% away); ‖ put wall — floor, slippery 180 (below price · 25.23 / 12.29% away); ⚡ gamma flip 190.21 (below price · 15.02 / 7.32% away); ↘ Reversal 180 (below price · 25.23 / 12.29% away)
- Expected move today ±5.89
- Strikes nearest the money (high to low): 212.5 positive, 210 positive, 207.5 negative, 205 positive, 202.5 positive, 200 positive
- Since yesterday's close, positioning grew at 210 and faded at 200.
- ATM implied volatility 24.5%