CVNA gamma levels.
Where CVNA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- CVNA $67.18 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 80 (above price · 12.82 / 19.08% away); ↯ Surge — live flow 65 (below price · 2.18 / 3.25% away); ‖ call wall — ceiling, sticky 80 (above price · 12.82 / 19.08% away); ‖ put wall — floor, slippery 60 (below price · 7.18 / 10.69% away); ⚡ gamma flip 63.58 (below price · 3.60 / 5.36% away); ↘ Reversal 60 (below price · 7.18 / 10.69% away)
- Expected move today ±4.17 · pre-open reference
- Strikes nearest the money (high to low): 70 positive, 69 negative, 68 positive, 67 positive, 66 negative, 65 negative
- Since yesterday's close, positioning grew at 70, 72, 90 and faded at 60.
- Event pricing: the options market prices an unusually large move into 2026-10-30 (±$14.41 by that date, about 1.8x 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 68.0%