AFL gamma levels.
Where AFL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AFL $112.38 · up 0.75% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 125 (above price · 12.62 / 11.23% away); ↯ Surge, live flow 112 (below price · 0.38 / 0.34% away); ‖ call wall — ceiling, sticky 125 (above price · 12.62 / 11.23% away); ‖ put wall — floor, slippery 105 (below price · 7.38 / 6.57% away); ⚡ gamma flip 108.34 (below price · 4.04 / 3.59% away); ↘ Reversal 105 (below price · 7.38 / 6.57% away)
- Expected move today ±2.91
- Strikes nearest the money (high to low): 115 positive, 114 positive, 113 positive, 112 positive, 111 negative, 110 negative
- Since yesterday's close, positioning grew at 115, 120.
- Event pricing: the options market prices an unusually large move into 2026-11-06 (±$7.96 by that date, about 2.1x 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 21.6%