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 $13.17 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 13 (below price · 0.17 / 1.29% away); ↯ Surge — live flow 13.5 (above price · 0.33 / 2.51% away); ‖ call wall — ceiling, sticky 15 (above price · 1.83 / 13.90% away); ‖ put wall — floor, slippery 13 (below price · 0.17 / 1.29% away); ⚡ gamma flip 13.11 (below price · 0.06 / 0.46% away); ↘ Reversal 15 (above price · 1.83 / 13.90% away)
- Expected move today ±0.43 · pre-open reference
- Strikes nearest the money (high to low): 14.5 positive, 14 positive, 13.5 positive, 13 negative, 12.5 negative, 12 negative
- ATM implied volatility 35.4%