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 $54.24 · down 0.17% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 50 (below price · 4.24 / 7.82% away); ↯ Surge — live flow 43 (below price · 11.24 / 20.72% away); ‖ call wall — sticky, but below price · not a ceiling from here 50 (below price · 4.24 / 7.82% away); ‖ put wall — floor, slippery 40 (below price · 14.24 / 26.25% away); ↘ Reversal 40 (below price · 14.24 / 26.25% away)
- Expected move today ±4.86
- Strikes nearest the money (high to low): 60 positive, 55 positive, 50 positive, 49 positive, 48 positive, 47 positive
- ATM implied volatility 109.3%