Owl Mastery
Create free account

CFG gamma exposure levels

Citizens Financial Group · Levels for the close

64.82 -0.28 (-0.43%) Close · Nov 10, 2026

As of the Nov 10, 2026 close, Citizens Financial Group (CFG) has call resistance (call wall) and gamma wall at $67.50 and the HVL and put support (put wall) at $62.50, with an expected one-day range of $63.68 to $65.96.

CFG levels for the Nov 10, 2026 close
LevelPriceFrom close
Call resistance (call wall) and gamma wall67.50+4.13%
1-day range high65.96+1.76%
Close64.82
1-day range low63.68-1.76%
HVL and put support (put wall)62.50-3.58%

Owl Mastery computes these levels after each US close from that day's options open interest. How these levels are computed

CFG closed between the HVL and put support (put wall) at $62.50 and call resistance (call wall) and gamma wall at $67.50. The HVL and put support are 3.58% below the close, and call resistance and the gamma wall are 4.13% above it. Put support is the nearer wall, where a decline may slow. CFG closed above the HVL and put support (put wall) at $62.50, which sits 3.58% below the close. Above the HVL, net gamma exposure is positive on balance, which may mean smaller moves.

RSI (14) is 51.2, up from 30.0 at the start of its last 30 daily readings. It is Neutral, between 30 and 70. CFG closed 0.7% below its 50-day average, the mean of its last 50 closes.

CFG signals

SignalValueReading
RSI (14)51.2Neutral
vs 50D average-0.7%Below
Volatility (20D)24.4%
From 52W high-13.3%

The signals use daily closes up to Nov 10, 2026.

CFG performance

PeriodSinceChange
1MOct 12, 2026+2.25%
3MAug 10, 2026-10.09%
6MMay 11, 2026+5.79%
YTDJan 2, 2026+12.31%
1YNov 10, 2025+27.41%
5YNov 10, 2021+65.70%

CFG key stats

Open65.42
High65.42
Low64.43
Previous close65.10
Volume3M
Avg volume (20D)4.8M
52-week high74.73
52-week low47.62

What these levels mean

Call resistance (call wall) is the strike with the largest net gamma exposure. Put support (put wall) is the strike with the most negative net gamma exposure. Call resistance is also the gamma wall, the strike with the largest gamma times open interest, puts counted as negative, so the two names mark one strike.

The HVL is the strike where the running sum of net gamma exposure, added up from the lowest strike, is lowest. Above the HVL, net gamma exposure is positive on balance, which may mean smaller moves. Below it, net gamma exposure is negative on balance, which may mean larger moves. The 1-day range, the expected move, is the close plus or minus a one-day move at IV30, the implied volatility of the listed expiry closest to 30 trading days out.

How to read gamma levels

CFG questions

Where is CFG's call wall today?

As of the Nov 10, 2026 close, CFG's call resistance (call wall) is at $67.50, 4.13% above the close. It is the strike with the largest net gamma exposure. It shares that strike with the gamma wall.

Call walls and put walls explained

Where is CFG's put wall today?

As of the Nov 10, 2026 close, CFG's put support (put wall) is at $62.50, 3.58% below the close. It is the strike with the most negative net gamma exposure. It shares that strike with the HVL.

Call walls and put walls explained

What is CFG's HVL?

As of the Nov 10, 2026 close, CFG's HVL (high volatility level) is $62.50, 3.58% below the close. It is the strike where the running sum of net gamma exposure, added up from the lowest strike, is lowest. It shares that strike with put support.

HVL, gamma flip and zero gamma compared

Is CFG above or below its HVL?

CFG closed above its HVL of $62.50 on Nov 10, 2026. Above the HVL, net gamma exposure is positive on balance, which may mean smaller moves. Below it, net gamma exposure is negative on balance, which may mean larger moves.

Positive and negative gamma explained

What is CFG's expected one-day range?

As of the Nov 10, 2026 close, CFG's expected one-day range is $63.68 to $65.96. It is the close plus or minus close × IV30 / √252, where IV30 is the implied volatility of the listed expiry closest to 30 trading days out.

The expected move explained

What is CFG's RSI today?

As of the Nov 10, 2026 close, CFG's RSI (14) is 51.2, which reads Neutral. RSI reads Overbought at 70 or more and Oversold at 30 or less.

RSI explained