CVI gamma levels.
Where CVI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CVI $52.12 · up 4.05% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 50 (below price · 2.12 / 4.07% away); ↯ Surge — live flow 45 (below price · 7.12 / 13.66% away); ‖ call wall — sticky, but below price · not a ceiling from here 50 (below price · 2.12 / 4.07% away); ‖ put wall — floor, slippery 25 (below price · 27.12 / 52.03% away); ↘ Reversal 25 (below price · 27.12 / 52.03% away)
- Expected move today ±5.33 · pre-open reference
- Strikes nearest the money (high to low): 57.5 negative, 55 positive, 52.5 positive, 50 positive, 47.5 positive, 45 positive
- Since yesterday's close, positioning grew at 55 and faded at 40, 42.5, 45.
- ATM implied volatility 79.4%