AGNC gamma levels.
Where AGNC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- AGNC $10.90 · down 0.37% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 11 (above price · 0.10 / 0.92% away); ↯ Surge — live flow 10.5 (below price · 0.40 / 3.67% away); ‖ call wall — ceiling, sticky 11 (above price · 0.10 / 0.92% away); ‖ put wall — floor, slippery 10 (below price · 0.90 / 8.26% away); ⚡ gamma flip 10.85 (below price · 0.05 / 0.46% away); ↘ Reversal 10 (below price · 0.90 / 8.26% away)
- Expected move today ±0.07
- Strikes nearest the money (high to low): 12 sticky, 11.5 sticky, 11 sticky, 10.5 slippery, 10 slippery, 9.5 slippery
- Since yesterday's close, positioning grew at 10.5, 11.5 and faded at 11.
- ATM implied volatility 20.1%