FSLY gamma levels.

Where FSLY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.

• FSLY $26.43 · down 9.80% on the day · positive gamma overall (moves grind and levels hold)
• Levels: ★ Volt, the biggest level 30 (above price · 3.57 / 13.51% away); ↯ Surge, live flow 25 (below price · 1.43 / 5.41% away); ‖ call wall — ceiling, sticky 30 (above price · 3.57 / 13.51% away); ‖ put wall — floor, slippery 24 (below price · 2.43 / 9.19% away); ↘ Reversal 24 (below price · 2.43 / 9.19% away)
• Expected move today ±3.60
• Strikes nearest the money (high to low): 27.5 positive, 27 positive, 26.5 positive, 26 positive, 25.5 negative, 25 positive
• Since yesterday's close, positioning grew at 25, 26, 26.5 and faded at 30, 30.5, 35.
• Event pricing: the options market prices an unusually large move into 2026-11-06 (±$7.99 by that date, about 2.3x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
• ATM implied volatility 88.9%