AGNC gamma levels.
Where AGNC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AGNC $8.68 · up 0.12% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 9 (above price · 0.32 / 3.69% away); ↯ Surge, live flow 8.5 (below price · 0.18 / 2.07% away); ‖ call wall — ceiling, sticky 10 (above price · 1.32 / 15.21% away); ‖ put wall — slippery, but above price · not a floor from here 9 (above price · 0.32 / 3.69% away); ↘ Reversal 10 (above price · 1.32 / 15.21% away)
- Expected move today ±0.38
- Strikes nearest the money (high to low): 10 positive, 9.5 positive, 9 negative, 8.5 negative, 8 negative, 7.5 negative
- Since yesterday's close, positioning grew at 10 and faded at 8.5, 9.
- ATM implied volatility 32.1%