FE gamma levels.
Where FE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- FE $45.96 · down 2.59% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 47 (above price · 1.04 / 2.26% away); ↯ Surge — live flow 47 (above price · 1.04 / 2.26% away); ‖ call wall — ceiling, sticky 47 (above price · 1.04 / 2.26% away); ‖ put wall — floor, slippery 33 (below price · 12.96 / 28.20% away); ⚡ gamma flip 41.77 (below price · 4.19 / 9.12% away); ↘ Reversal 33 (below price · 12.96 / 28.20% away)
- Expected move today ±1.05
- Strikes nearest the money (high to low): 48 sticky, 47 sticky, 46 sticky, 45 sticky, 44 slippery, 43 slippery
- Since yesterday's close, positioning grew at 45 and faded at 46, 49, 50.
- ATM implied volatility 18.5%