FROG gamma levels.
Where FROG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- FROG $89.95 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 75 (below price · 14.95 / 16.62% away); ↯ Surge — live flow 100 (above price · 10.05 / 11.17% away); ‖ call wall — ceiling, sticky 105 (above price · 15.05 / 16.73% away); ‖ put wall — floor, slippery 75 (below price · 14.95 / 16.62% away); ⚡ gamma flip 87.16 (below price · 2.79 / 3.10% away); ↘ Reversal 105 (above price · 15.05 / 16.73% away)
- Expected move today ±15.3 · pre-open reference
- Strikes nearest the money (high to low): 95 positive, 92.5 negative, 90 positive, 87.5 negative, 85 negative, 82.5 negative
- Since yesterday's close, positioning faded at 145.
- ATM implied volatility 66.9%