DVA gamma levels.
Where DVA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- DVA $193.00 · up 4.93% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 200 (above price · 7.00 / 3.63% away); ↯ Surge, live flow 190 (below price · 3.00 / 1.55% away); ‖ call wall — ceiling, sticky 200 (above price · 7.00 / 3.63% away); ‖ put wall — floor, slippery 175 (below price · 18.00 / 9.33% away); ↘ Reversal 175 (below price · 18.00 / 9.33% away)
- Expected move today ±26.3 · pre-open reference
- Strikes nearest the money (high to low): 210 positive, 200 positive, 195 positive, 190 positive, 185 positive, 180 positive
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 195, 210.
- ATM implied volatility 56.8%