FIG gamma levels.
Where FIG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- FIG $18.81 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 22.5 (above price · 3.69 / 19.62% away); ↯ Surge, live flow 18.5 (below price · 0.31 / 1.65% away); ‖ call wall — ceiling, sticky 22.5 (above price · 3.69 / 19.62% away); ‖ put wall — floor, slippery 17.5 (below price · 1.31 / 6.96% away); ⚡ gamma flip 18.55 (below price · 0.26 / 1.38% away); ↘ Reversal 17.5 (below price · 1.31 / 6.96% away)
- Expected move today ±1.95 · pre-open reference
- Strikes nearest the money (high to low): 20 negative, 19.5 negative, 19 negative, 18.5 negative, 18 negative, 17.5 negative
- Since yesterday's close, positioning grew at 12.5, 16.5 and faded at 18, 19.5, 20.
- Event pricing: the options market prices an unusually large move into 2026-12-11 (±$4.97 by that date, about 1.8x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 72.4%