FFIV gamma levels.
Where FFIV tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- FFIV $473.49 · down 1.32% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 470 (below price · 3.49 / 0.74% away); ↯ Surge, live flow 480 (above price · 6.51 / 1.37% away); ‖ call wall — sticky, but below price · not a ceiling from here 470 (below price · 3.49 / 0.74% away); ‖ put wall — floor, slippery 450 (below price · 23.49 / 4.96% away); ⚡ gamma flip 443.88 (below price · 29.61 / 6.25% away); ↘ Reversal 450 (below price · 23.49 / 4.96% away)
- Expected move today ±22.4
- Strikes nearest the money (high to low): 500 positive, 490 positive, 480 positive, 470 positive, 460 positive, 450 negative
- Since yesterday's close, positioning grew at 450, 470, 480 and faded at 500, 510.
- ATM implied volatility 41.1%