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 $100.98 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 100 (below price · 0.98 / 0.97% away); ↯ Surge, live flow 85 (below price · 15.98 / 15.82% away); ‖ call wall — sticky, but below price · not a ceiling from here 100 (below price · 0.98 / 0.97% away); ‖ put wall — floor, slippery 75 (below price · 25.98 / 25.73% away); ↘ Reversal 75 (below price · 25.98 / 25.73% away)
- Expected move today ±15.7 · pre-open reference
- Strikes nearest the money (high to low): 110 positive, 105 negative, 100 positive, 97.5 positive, 95 positive, 92.5 positive
- Since yesterday's close, positioning grew at 95, 100, 130 and faded at 70, 75, 80.
- ATM implied volatility 80.7%