GFI gamma levels.
Where GFI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- GFI $43.11 · down 4.31% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 40 (below price · 3.11 / 7.21% away); ↯ Surge — live flow 35 (below price · 8.11 / 18.81% away); ‖ call wall — ceiling, sticky 45 (above price · 1.89 / 4.38% away); ‖ put wall — floor, slippery 40 (below price · 3.11 / 7.21% away); ⚡ gamma flip 44.43 (above price · 1.32 / 3.06% away); ↘ Reversal 45 (above price · 1.89 / 4.38% away)
- Expected move today ±3.32 · pre-open reference
- Strikes nearest the money (high to low): 55 negative, 50 positive, 45 positive, 40 negative, 35 negative, 30 negative
- Since yesterday's close, positioning grew at 35, 40 and faded at 45, 50.
- ATM implied volatility 84.2%