FDS gamma levels.
Where FDS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- FDS $331.32 · down 1.23% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 310 (below price · 21.32 / 6.43% away); ↯ Surge, live flow 340 (above price · 8.68 / 2.62% away); ‖ call wall — sticky, but below price · not a ceiling from here 300 (below price · 31.32 / 9.45% away); ‖ put wall — floor, slippery 310 (below price · 21.32 / 6.43% away); ⚡ gamma flip 335.33 (above price · 4.01 / 1.21% away); ↘ Reversal 370 (above price · 38.68 / 11.67% away)
- Expected move today ±41.6
- Strikes nearest the money (high to low): 360 positive, 350 positive, 340 positive, 330 positive, 320 positive, 310 negative
- Since yesterday's close, positioning grew at 360, 370 and faded at 320, 350.
- ATM implied volatility 43.1%