FNF gamma levels.
Where FNF tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- FNF $40.44 · down 2.27% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 40 (below price · 0.44 / 1.09% away); ↯ Surge, live flow 40 (below price · 0.44 / 1.09% away); ‖ call wall — ceiling, sticky 55 (above price · 14.56 / 36.00% away); ‖ put wall — floor, slippery 40 (below price · 0.44 / 1.09% away)
- Expected move today ±5.46
- Strikes nearest the money (high to low): 55 positive, 50 negative, 45 negative, 40 negative, 35 negative, 30 negative
- Since yesterday's close, positioning faded at 50.
- ATM implied volatility 35.7%