FVRR gamma levels.
Where FVRR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- FVRR $9.14 · up 1.22% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 9 (below price · 0.14 / 1.53% away); ↯ Surge — live flow 9 (below price · 0.14 / 1.53% away); ‖ call wall — ceiling, sticky 12 (above price · 2.86 / 31.29% away); ‖ put wall — floor, slippery 9 (below price · 0.14 / 1.53% away); ⚡ gamma flip 9.31 (above price · 0.17 / 1.86% away); ↘ Reversal 12 (above price · 2.86 / 31.29% away)
- Expected move today ±0.78 · pre-open reference
- Strikes nearest the money (high to low): 12 positive, 11 positive, 10 negative, 9 negative, 8 negative, 7 negative
- Since yesterday's close, positioning faded at 9.
- ATM implied volatility 97.7%