FCX gamma levels.
Where FCX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- FCX $73.29 · down 0.54% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 75 (above price · 1.71 / 2.33% away); ↯ Surge, live flow 76 (above price · 2.71 / 3.70% away); ‖ call wall — ceiling, sticky 75 (above price · 1.71 / 2.33% away); ‖ put wall — floor, slippery 65 (below price · 8.29 / 11.31% away); ⚡ gamma flip 66.46 (below price · 6.83 / 9.32% away); ↘ Reversal 65 (below price · 8.29 / 11.31% away)
- Expected move today ±3.89
- Strikes nearest the money (high to low): 75 positive, 74 negative, 73 positive, 72.5 positive, 72 positive, 71 negative
- Since yesterday's close, positioning grew at 75 and faded at 80.
- ATM implied volatility 47.9%