FRT gamma levels.
Where FRT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- FRT $108.72 · down 0.15% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 120 (above price · 11.28 / 10.38% away); ↯ Surge, live flow 110 (above price · 1.28 / 1.18% away); ‖ call wall — ceiling, sticky 120 (above price · 11.28 / 10.38% away); ‖ put wall — floor, slippery 100 (below price · 8.72 / 8.02% away); ⚡ gamma flip 98.59 (below price · 10.13 / 9.32% away); ↘ Reversal 100 (below price · 8.72 / 8.02% away)
- Expected move today ±5.05
- Strikes nearest the money (high to low): 120 positive, 115 positive, 110 positive, 105 positive, 100 negative, 95 negative
- Since yesterday's close, positioning grew at 105, 110.
- ATM implied volatility 18.5%