UVIX gamma levels.
Where UVIX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- UVIX $40.56 · up 2.30% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 42 (above price · 1.44 / 3.55% away); ↯ Surge, live flow 64 (above price · 23.44 / 57.79% away); ‖ call wall — ceiling, sticky 42 (above price · 1.44 / 3.55% away); ‖ put wall — slippery, but above price · not a floor from here 48 (above price · 7.44 / 18.34% away); ↘ Reversal 48 (above price · 7.44 / 18.34% away)
- Expected move today ±8.85 · pre-open reference
- Strikes nearest the money (high to low): 42 positive, 41.5 positive, 41 positive, 40.5 positive, 40 positive, 39.5 positive
- ATM implied volatility 157.7%