FIX gamma levels.

Where FIX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.

• FIX $1638.05 · down 4.53% on the day · negative gamma overall (moves tend to extend)
• Levels: ★ Volt, the biggest level 1680 (above price · 41.95 / 2.56% away); ↯ Surge, live flow 1600 (below price · 38.05 / 2.32% away); ‖ call wall — ceiling, sticky 1680 (above price · 41.95 / 2.56% away); ‖ put wall — floor, slippery 1560 (below price · 78.05 / 4.76% away); ⚡ gamma flip 1698.08 (above price · 60.03 / 3.66% away); ↘ Reversal 1540 (below price · 98.05 / 5.99% away)
• Expected move today ±99.2 · pre-open reference
• Strikes nearest the money (high to low): 1660 negative, 1650 negative, 1640 positive, 1630 negative, 1620 positive, 1610 negative
• ATM implied volatility 54.8%