FRO gamma levels.
Where FRO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- FRO $56.90 · up 0.62% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 50 (below price · 6.90 / 12.13% away); ↯ Surge, live flow 55 (below price · 1.90 / 3.34% away); ‖ call wall — ceiling, sticky 70 (above price · 13.10 / 23.02% away); ‖ put wall — floor, slippery 50 (below price · 6.90 / 12.13% away); ↘ Reversal 70 (above price · 13.10 / 23.02% away)
- Expected move today ±8.16 · pre-open reference
- Strikes nearest the money (high to low): 70 positive, 65 negative, 60 negative, 55 positive, 50 negative, 45 negative
- ATM implied volatility 61.6%