FND gamma levels.
Where FND tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- FND $49.19 · up 3.45% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 37.5 (below price · 11.69 / 23.76% away); ↯ Surge, live flow 42.5 (below price · 6.69 / 13.60% away); ‖ call wall — ceiling, sticky 60 (above price · 10.81 / 21.98% away); ‖ put wall — floor, slippery 37.5 (below price · 11.69 / 23.76% away)
- Expected move today ±7.56 · pre-open reference
- Strikes nearest the money (high to low): 55 positive, 52.5 negative, 50 negative, 47.5 negative, 45 negative, 42.5 negative
- ATM implied volatility 94.3%