FN gamma levels.
Where FN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- FN $314.94 · down 0.86% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 350 (above price · 35.06 / 11.13% away); ↯ Surge, live flow 290 (below price · 24.94 / 7.92% away); ‖ call wall — ceiling, sticky 450 (above price · 135.06 / 42.88% away); ‖ put wall — slippery, but above price · not a floor from here 350 (above price · 35.06 / 11.13% away); ↘ Reversal 450 (above price · 135.06 / 42.88% away)
- Expected move today ±76.4
- Strikes nearest the money (high to low): 340 negative, 330 negative, 320 negative, 310 negative, 300 negative, 290 negative
- Since yesterday's close, positioning grew at 250, 280, 450 and faded at 230, 320.
- ATM implied volatility 88.4%