FXI gamma levels.
Where FXI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- FXI $34.14 · down 0.29% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 34 (below price · 0.14 / 0.41% away); ↯ Surge, live flow 37 (above price · 2.86 / 8.38% away); ‖ call wall — ceiling, sticky 38 (above price · 3.86 / 11.31% away); ‖ put wall — floor, slippery 34 (below price · 0.14 / 0.41% away); ⚡ gamma flip 34.51 (above price · 0.37 / 1.08% away); ↘ Reversal 38 (above price · 3.86 / 11.31% away)
- Expected move today ±0.81
- Strikes nearest the money (high to low): 35.5 positive, 35 negative, 34.5 positive, 34 negative, 33.5 negative, 33 negative
- Since yesterday's close, positioning grew at 34 and faded at 35.
- ATM implied volatility 21.4%