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 $9.05 · up 8.64% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 7.5 (below price · 1.55 / 17.13% away); ↯ Surge, live flow 7.5 (below price · 1.55 / 17.13% away); ‖ call wall — sticky, but below price · not a ceiling from here 9 (below price · 0.05 / 0.55% away); ‖ put wall — floor, slippery 7.5 (below price · 1.55 / 17.13% away); ↘ Reversal 15 (above price · 5.95 / 65.75% away)
- Expected move today ±2.45 · pre-open reference
- Strikes nearest the money (high to low): 12.5 negative, 11 positive, 10 negative, 9 positive, 7.5 negative, 6 negative
- Since yesterday's close, positioning grew at 12.5 and faded at 7.5.
- ATM implied volatility 107.3%