USFD gamma levels.
Where USFD tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- USFD $100.91 · down 3.02% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 100 (below price · 0.91 / 0.90% away); ↯ Surge, live flow 95 (below price · 5.91 / 5.86% away); ‖ call wall — ceiling, sticky 110 (above price · 9.09 / 9.01% away); ‖ put wall — floor, slippery 100 (below price · 0.91 / 0.90% away); ⚡ gamma flip 100.68 (below price · 0.23 / 0.23% away); ↘ Reversal 110 (above price · 9.09 / 9.01% away)
- Expected move today ±9.88
- Strikes nearest the money (high to low): 110 positive, 105 positive, 100 negative, 97.5 positive, 95 negative, 92.5 positive
- Since yesterday's close, positioning grew at 95, 100, 115 and faded at 110.
- ATM implied volatility 34.4%