FRVO gamma levels.
Where FRVO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- FRVO $15.24 · down 1.87% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 17.5 (above price · 2.26 / 14.83% away); ↯ Surge — live flow 17.5 (above price · 2.26 / 14.83% away); ‖ call wall — ceiling, sticky 17.5 (above price · 2.26 / 14.83% away); ‖ put wall — floor, slippery 15 (below price · 0.24 / 1.57% away); ⚡ gamma flip 14.49 (below price · 0.75 / 4.92% away); ↘ Reversal 15 (below price · 0.24 / 1.57% away)
- Expected move today ±2.04 · pre-open reference
- Strikes nearest the money (high to low): 22.5 positive, 20 positive, 17.5 positive, 15 negative, 12.5 negative, 10 negative
- Since yesterday's close, positioning grew at 12.5, 15, 17.5 and faded at 25.
- ATM implied volatility 93.3%