FXI gamma levels.
Where FXI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- FXI $35.51 · up 0.77% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 35 (below price · 0.51 / 1.44% away); ↯ Surge — live flow 36 (above price · 0.49 / 1.38% away); ‖ call wall — ceiling, sticky 40 (above price · 4.49 / 12.64% away); ‖ put wall — floor, slippery 35 (below price · 0.51 / 1.44% away); ⚡ gamma flip 36.07 (above price · 0.56 / 1.58% away); ↘ Reversal 38 (above price · 2.49 / 7.01% away)
- Expected move today ±0.24
- Strikes nearest the money (high to low): 37 sticky, 36.5 sticky, 36 slippery, 35.5 sticky, 35 slippery, 34.5 slippery
- Since yesterday's close, positioning grew at 40 and faded at 35, 36.
- ATM implied volatility 17.6%