FANG gamma levels.
Where FANG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- FANG $195.11 · up 1.55% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 195 (below price · 0.11 / 0.06% away); ↯ Surge, live flow 190 (below price · 5.11 / 2.62% away); ‖ call wall — sticky, but below price · not a ceiling from here 195 (below price · 0.11 / 0.06% away); ‖ put wall — floor, slippery 180 (below price · 15.11 / 7.74% away); ↘ Reversal 180 (below price · 15.11 / 7.74% away)
- Expected move today ±10.1
- Strikes nearest the money (high to low): 210 positive, 200 positive, 195 positive, 190 positive, 185 positive, 180 negative
- Since yesterday's close, positioning grew at 195, 200.
- ATM implied volatility 36.1%