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 $56.25 · down 1.44% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 55 (below price · 1.25 / 2.22% away); ↯ Surge, live flow 50 (below price · 6.25 / 11.11% away); ‖ call wall — sticky, but below price · not a ceiling from here 55 (below price · 1.25 / 2.22% away); ‖ put wall — floor, slippery 52.5 (below price · 3.75 / 6.67% away); ↘ Reversal 52.5 (below price · 3.75 / 6.67% away)
- Expected move today ±10.7 · pre-open reference
- Strikes nearest the money (high to low): 62.5 positive, 60 positive, 57.5 negative, 55 positive, 52.5 negative, 50 positive
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 52.5, 55.
- ATM implied volatility 74.6%