F gamma levels.
Where F tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- F $12.44 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 14 (above price · 1.56 / 12.54% away); ↯ Surge, live flow 13 (above price · 0.56 / 4.50% away); ‖ call wall — ceiling, sticky 14 (above price · 1.56 / 12.54% away); ‖ put wall — floor, slippery 12 (below price · 0.44 / 3.54% away); ⚡ gamma flip 11.9 (below price · 0.54 / 4.34% away); ↘ Reversal 12 (below price · 0.44 / 3.54% away)
- Expected move today ±0.64 · pre-open reference
- Strikes nearest the money (high to low): 13.5 positive, 13 positive, 12.5 positive, 12 negative, 11.5 negative, 11 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning faded at 12.5, 13, 13.5.
- ATM implied volatility 34.2%