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 $21.88 · up 0.37% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 22 (above price · 0.12 / 0.55% away); ↯ Surge — live flow 22 (above price · 0.12 / 0.55% away); ‖ call wall — ceiling, sticky 30 (above price · 8.12 / 37.11% away); ‖ put wall — slippery, but above price · not a floor from here 22 (above price · 0.12 / 0.55% away); ⚡ gamma flip 22.26 (above price · 0.38 / 1.74% away); ↘ Reversal 30 (above price · 8.12 / 37.11% away)
- Expected move today ±1.57 · pre-open reference
- Strikes nearest the money (high to low): 23 positive, 22.5 positive, 22 negative, 21.5 negative, 21 negative, 20.5 negative
- Since yesterday's close, positioning grew at 22.
- ATM implied volatility 76.7%