LVS gamma levels.
Where LVS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- LVS $36.61 · up 1.05% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 40 (above price · 3.39 / 9.26% away); ↯ Surge, live flow 37 (above price · 0.39 / 1.07% away); ‖ call wall — ceiling, sticky 40 (above price · 3.39 / 9.26% away); ‖ put wall — slippery, but above price · not a floor from here 37.5 (above price · 0.89 / 2.43% away); ↘ Reversal 37.5 (above price · 0.89 / 2.43% away)
- Expected move today ±2.03
- Strikes nearest the money (high to low): 38 negative, 37.5 negative, 37 negative, 36.5 negative, 36 positive, 35.5 negative
- Since yesterday's close, positioning grew at 36, 40 and faded at 37.5.
- ATM implied volatility 37.0%