FMC gamma levels.
Where FMC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- FMC $4.60 · up 2.91% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 2.5 (below price · 2.10 / 45.65% away); ↯ Surge, live flow 5 (above price · 0.40 / 8.70% away); ‖ call wall — ceiling, sticky 15 (above price · 10.40 / 226.09% away); ‖ put wall — floor, slippery 2.5 (below price · 2.10 / 45.65% away); ↘ Reversal 15 (above price · 10.40 / 226.09% away)
- Expected move today ±1.48 · pre-open reference
- Strikes nearest the money (high to low): 15 positive, 12.5 positive, 10 negative, 7.5 positive, 5 negative, 2.5 negative
- Since yesterday's close, positioning faded at 2.5.
- ATM implied volatility 133.5%