FOUR gamma levels.
Where FOUR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- FOUR $39.85 · down 0.37% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 35 (below price · 4.85 / 12.17% away); ↯ Surge, live flow 35 (below price · 4.85 / 12.17% away); ‖ call wall — ceiling, sticky 50 (above price · 10.15 / 25.47% away); ‖ put wall — floor, slippery 35 (below price · 4.85 / 12.17% away); ⚡ gamma flip 40.47 (above price · 0.62 / 1.56% away); ↘ Reversal 50 (above price · 10.15 / 25.47% away)
- Expected move today ±3.60
- Strikes nearest the money (high to low): 47.5 positive, 45 positive, 42.5 negative, 40 negative, 35 negative, 30 negative
- Since yesterday's close, positioning grew at 35.
- ATM implied volatility 71.0%