FISV gamma levels.
Where FISV tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- FISV $46.05 · up 0.92% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 45 (below price · 1.05 / 2.28% away); ↯ Surge, live flow 47.5 (above price · 1.45 / 3.15% away); ‖ call wall — ceiling, sticky 47 (above price · 0.95 / 2.06% away); ‖ put wall — floor, slippery 45 (below price · 1.05 / 2.28% away); ⚡ gamma flip 47.51 (above price · 1.46 / 3.17% away); ↘ Reversal 47 (above price · 0.95 / 2.06% away)
- Expected move today ±1.91
- Strikes nearest the money (high to low): 47.5 negative, 47 positive, 46.5 positive, 46 positive, 45.5 positive, 45 negative
- Since yesterday's close, positioning grew at 47 and faded at 40, 50.
- Event pricing: the options market prices an unusually large move into 2026-11-06 (±$7.52 by that date, about 2.6x 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 42.9%