FOXA gamma levels.
Where FOXA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- FOXA $62.59 · up 0.29% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 65 (above price · 2.41 / 3.85% away); ↯ Surge, live flow 65 (above price · 2.41 / 3.85% away); ‖ call wall — ceiling, sticky 65 (above price · 2.41 / 3.85% away); ‖ put wall — floor, slippery 50 (below price · 12.59 / 20.12% away); ⚡ gamma flip 56.94 (below price · 5.65 / 9.03% away); ↘ Reversal 50 (below price · 12.59 / 20.12% away)
- Expected move today ±3.82
- Strikes nearest the money (high to low): 75 positive, 70 positive, 65 positive, 60 negative, 55 positive, 50 negative
- Since yesterday's close, positioning grew at 65.
- ATM implied volatility 48.1%