INFY gamma levels.
Where INFY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- INFY $12.35 · down 6.58% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 12 (below price · 0.35 / 2.83% away); ↯ Surge, live flow 12 (below price · 0.35 / 2.83% away); ‖ call wall — ceiling, sticky 14 (above price · 1.65 / 13.36% away); ‖ put wall — floor, slippery 12 (below price · 0.35 / 2.83% away); ↘ Reversal 14 (above price · 1.65 / 13.36% away)
- Expected move today ±1.39 · pre-open reference
- Strikes nearest the money (high to low): 15 positive, 14 positive, 13 positive, 12 negative, 11 negative, 10 negative
- ATM implied volatility 39.9%