V gamma levels.
Where V tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- V $362.64 · up 0.17% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 380 (above price · 17.36 / 4.79% away); ↯ Surge — live flow 370 (above price · 7.36 / 2.03% away); ‖ call wall — ceiling, sticky 380 (above price · 17.36 / 4.79% away); ‖ put wall — floor, slippery 350 (below price · 12.64 / 3.49% away); ⚡ gamma flip 351.36 (below price · 11.28 / 3.11% away); ↘ Reversal 350 (below price · 12.64 / 3.49% away)
- Expected move today ±7.58 · pre-open reference
- Strikes nearest the money (high to low): 370 positive, 367.5 positive, 365 negative, 362.5 negative, 360 positive, 357.5 negative
- Since yesterday's close, positioning grew at 367.5, 370, 375 and faded at 365.
- ATM implied volatility 23.0%