FICO gamma levels.
Where FICO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- FICO $740.00 · up 10.85% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 600 (below price · 140.00 / 18.92% away); ↯ Surge, live flow 770 (above price · 30.00 / 4.05% away); ‖ call wall — sticky, but below price · not a ceiling from here 700 (below price · 40.00 / 5.41% away); ‖ put wall — floor, slippery 600 (below price · 140.00 / 18.92% away); ⚡ gamma flip 725.79 (below price · 14.21 / 1.92% away); ↘ Reversal 700 (below price · 40.00 / 5.41% away)
- Expected move today ±57.0
- Strikes nearest the money (high to low): 770 positive, 760 positive, 750 positive, 740 positive, 730 positive, 720 positive
- Since yesterday's close, positioning grew at 600, 720, 750 and faded at 590, 640, 660.
- ATM implied volatility 82.0%