PFSI gamma levels.
Where PFSI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- PFSI $64.41 · up 1.56% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 75 (above price · 10.59 / 16.44% away); ↯ Surge, live flow 75 (above price · 10.59 / 16.44% away); ‖ call wall — sticky, but below price · not a ceiling from here 60 (below price · 4.41 / 6.85% away); ‖ put wall — slippery, but above price · not a floor from here 75 (above price · 10.59 / 16.44% away); ↘ Reversal 60 (below price · 4.41 / 6.85% away)
- Expected move today ±8.60 · pre-open reference
- Strikes nearest the money (high to low): 75 negative, 70 positive, 65 positive, 60 positive, 55 positive, 50 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- ATM implied volatility 87.2%