AFL gamma levels.
Where AFL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- AFL $116.07 · down 0.09% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 125 (above price · 8.93 / 7.69% away); ↯ Surge — live flow 115 (below price · 1.07 / 0.92% away); ‖ call wall — ceiling, sticky 125 (above price · 8.93 / 7.69% away); ‖ put wall — floor, slippery 110 (below price · 6.07 / 5.23% away); ⚡ gamma flip 106.48 (below price · 9.59 / 8.26% away); ↘ Reversal 110 (below price · 6.07 / 5.23% away)
- Expected move today ±2.73
- Strikes nearest the money (high to low): 130 sticky, 125 sticky, 120 sticky, 115 slippery, 110 slippery, 105 slippery
- Since yesterday's close, positioning faded at 110, 115, 125.
- ATM implied volatility 17.3%