VAL gamma levels.
Where VAL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VAL $101.66 · up 0.03% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 85 (below price · 16.66 / 16.39% away); ↯ Surge, live flow 100 (below price · 1.66 / 1.63% away); ‖ call wall — sticky, but below price · not a ceiling from here 85 (below price · 16.66 / 16.39% away); ‖ put wall — floor, slippery 75 (below price · 26.66 / 26.22% away)
- Expected move today ±13.7 · pre-open reference
- Strikes nearest the money (high to low): 110 positive, 105 positive, 100 positive, 97.5 negative, 95 positive, 92.5 positive
- ATM implied volatility 54.8%