WFRD gamma levels.
Where WFRD tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- WFRD $86.85 · up 6.98% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 90 (above price · 3.15 / 3.63% away); ↯ Surge, live flow 75 (below price · 11.85 / 13.64% away); ‖ call wall — ceiling, sticky 90 (above price · 3.15 / 3.63% away); ‖ put wall — floor, slippery 70 (below price · 16.85 / 19.40% away); ↘ Reversal 70 (below price · 16.85 / 19.40% away)
- Expected move today ±10.3
- Strikes nearest the money (high to low): 100 positive, 95 positive, 90 positive, 85 positive, 80 positive, 75 negative
- Since yesterday's close, positioning grew at 90, 100, 135.
- ATM implied volatility 43.7%