FSLY gamma levels.
Where FSLY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- FSLY $23.04 · down 6.49% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 25 (above price · 1.96 / 8.51% away); ↯ Surge — live flow 24 (above price · 0.96 / 4.17% away); ‖ call wall — ceiling, sticky 25 (above price · 1.96 / 8.51% away); ‖ put wall — floor, slippery 15 (below price · 8.04 / 34.90% away); ↘ Reversal 15 (below price · 8.04 / 34.90% away)
- Expected move today ±0.96
- Strikes nearest the money (high to low): 24.5 sticky, 24 sticky, 23.5 slippery, 23 slippery, 22.5 slippery, 22 sticky
- Since yesterday's close, positioning grew at 20, 26, 27 and faded at 24.5, 30, 35.
- ATM implied volatility 75.2%