LVS gamma levels.
Where LVS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- LVS $47.03 · up 2.31% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 47.5 (above price · 0.47 / 1.00% away); ↯ Surge — live flow 47 (below price · 0.03 / 0.06% away); ‖ call wall — ceiling, sticky 55 (above price · 7.97 / 16.95% away); ‖ put wall — floor, slippery 47.5 (above price · 0.47 / 1.00% away); ⚡ gamma flip 45.04 (below price · 1.99 / 4.23% away); ↘ Reversal 55 (above price · 7.97 / 16.95% away)
- Expected move today ±0.94
- Strikes nearest the money (high to low): 48.5 sticky, 48 sticky, 47.5 slippery, 47 slippery, 46.5 sticky, 46 sticky
- Since yesterday's close, positioning grew at 47.5, 48, 55 and faded at 45, 45.5, 46.5.
- ATM implied volatility 26.8%