FIVE gamma levels.
Where FIVE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- FIVE $213.58 · down 0.54% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 210 (below price · 3.58 / 1.68% away); ↯ Surge, live flow 210 (below price · 3.58 / 1.68% away); ‖ call wall — ceiling, sticky 240 (above price · 26.42 / 12.37% away); ‖ put wall — floor, slippery 210 (below price · 3.58 / 1.68% away); ⚡ gamma flip 220.17 (above price · 6.59 / 3.09% away); ↘ Reversal 240 (above price · 26.42 / 12.37% away)
- Expected move today ±11.3
- Strikes nearest the money (high to low): 230 positive, 220 negative, 210 negative, 200 negative, 195 negative, 190 negative
- Since yesterday's close, positioning grew at 210.
- ATM implied volatility 41.3%