FLY gamma levels.
Where FLY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- FLY $18.23 · up 4.05% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 20 (above price · 1.77 / 9.71% away); ↯ Surge, live flow 19 (above price · 0.77 / 4.22% away); ‖ call wall — ceiling, sticky 20 (above price · 1.77 / 9.71% away); ‖ put wall — floor, slippery 16 (below price · 2.23 / 12.23% away); ↘ Reversal 16 (below price · 2.23 / 12.23% away)
- Expected move today ±2.11 · pre-open reference
- Strikes nearest the money (high to low): 19.5 positive, 19 positive, 18.5 negative, 18 negative, 17.5 negative, 17 negative
- ATM implied volatility 77.7%