FLEX gamma levels.
Where FLEX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- FLEX $110.50 · down 4.16% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 105 (below price · 5.50 / 4.98% away); ↯ Surge — live flow 120 (above price · 9.50 / 8.60% away); ‖ call wall — ceiling, sticky 130 (above price · 19.50 / 17.65% away); ‖ put wall — floor, slippery 105 (below price · 5.50 / 4.98% away); ⚡ gamma flip 119.96 (above price · 9.46 / 8.56% away); ↘ Reversal 130 (above price · 19.50 / 17.65% away)
- Expected move today ±16.9
- Strikes nearest the money (high to low): 125 sticky, 120 slippery, 115 slippery, 110 slippery, 105 slippery, 100 slippery
- Since yesterday's close, positioning grew at 100, 105, 110.
- ATM implied volatility 56.6%