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Owl MasteryCME gamma exposure levels
CME Group Inc. · Levels for the close
309.09 +4.57 (+1.50%) Close · Nov 10, 2026
As of the Nov 10, 2026 close, CME Group Inc. (CME) has call resistance (call wall) and gamma wall at $310.00, put support (put wall) at $307.50, and the HVL at $297.50, with an expected one-day range of $304.50 to $313.68.
| Level | Price | From close |
|---|---|---|
| 1-day range high | 313.68 | +1.49% |
| Call resistance (call wall) and gamma wall | 310.00 | +0.29% |
| Close | 309.09 | |
| Put support (put wall) | 307.50 | -0.51% |
| 1-day range low | 304.50 | -1.49% |
| HVL | 297.50 | -3.75% |
Owl Mastery computes these levels after each US close from that day's options open interest. How these levels are computed
CME closed between put support (put wall) at $307.50 and call resistance (call wall) and gamma wall at $310.00. Put support is 0.51% below the close, and call resistance and the gamma wall are 0.29% above it. Call resistance is the nearer wall, where a rally may stall. CME closed above the HVL at $297.50, which sits 3.75% below the close. Above the HVL, net gamma exposure is positive on balance, which may mean smaller moves.
RSI (14) is 66.0, up from 38.9 at the start of its last 30 daily readings. It is Neutral, between 30 and 70. CME closed 8.9% above its 50-day average, the mean of its last 50 closes. CME closed 2.9% below its 52-week high, the highest high of the last 252 sessions.
CME signals
| Signal | Value | Reading |
|---|---|---|
| RSI (14) | 66.0 | Neutral |
| vs 50D average | +8.9% | Above |
| Volatility (20D) | 26.6% | |
| From 52W high | -2.9% |
The signals use daily closes up to Nov 10, 2026.
CME performance
| Period | Since | Change |
|---|---|---|
| 1M | Oct 12, 2026 | +11.49% |
| 3M | Aug 10, 2026 | +17.79% |
| 6M | May 11, 2026 | +10.46% |
| YTD | Jan 2, 2026 | +18.52% |
| 1Y | Nov 10, 2025 | +15.80% |
| 5Y | Nov 10, 2021 | +72.49% |
CME key stats
| Open | 304.46 |
|---|---|
| High | 309.63 |
| Low | 303.77 |
| Previous close | 304.52 |
| Volume | 1.8M |
| Avg volume (20D) | 2.1M |
| 52-week high | 318.32 |
| 52-week low | 217.29 |
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.
CME questions
Where is CME's call wall today?
As of the Nov 10, 2026 close, CME's call resistance (call wall) is at $310.00, 0.29% above the close. It is the strike with the largest net gamma exposure. It shares that strike with the gamma wall.
Where is CME's put wall today?
As of the Nov 10, 2026 close, CME's put support (put wall) is at $307.50, 0.51% below the close. It is the strike with the most negative net gamma exposure.
What is CME's HVL?
As of the Nov 10, 2026 close, CME's HVL (high volatility level) is $297.50, 3.75% below the close. It is the strike where the running sum of net gamma exposure, added up from the lowest strike, is lowest.
Is CME above or below its HVL?
CME closed above its HVL of $297.50 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.
What is CME's expected one-day range?
As of the Nov 10, 2026 close, CME's expected one-day range is $304.50 to $313.68. 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.
What is CME's RSI today?
As of the Nov 10, 2026 close, CME's RSI (14) is 66.0, which reads Neutral. RSI reads Overbought at 70 or more and Oversold at 30 or less.