ANF gamma levels.
Where ANF tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- ANF $148.42 · up 1.83% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 140 (below price · 8.42 / 5.67% away); ↯ Surge — live flow 150 (above price · 1.58 / 1.06% away); ‖ call wall — ceiling, sticky 160 (above price · 11.58 / 7.80% away); ‖ put wall — floor, slippery 140 (below price · 8.42 / 5.67% away); ⚡ gamma flip 152.65 (above price · 4.23 / 2.85% away); ↘ Reversal 160 (above price · 11.58 / 7.80% away)
- Expected move today ±2.97
- Strikes nearest the money (high to low): 157.5 sticky, 155 sticky, 152.5 sticky, 150 slippery, 145 slippery, 140 slippery
- Since yesterday's close, positioning grew at 140, 160, 165 and faded at 125, 130, 155.
- ATM implied volatility 48.3%