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 $83.41 · down 0.93% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 85 (above price · 1.59 / 1.91% away); ↯ Surge — live flow 70 (below price · 13.41 / 16.08% away); ‖ call wall — ceiling, sticky 85 (above price · 1.59 / 1.91% away); ‖ put wall — floor, slippery 30 (below price · 53.41 / 64.03% away)
- Expected move today ±6.08 · pre-open reference
- Strikes nearest the money (high to low): 90 positive, 87.5 positive, 85 positive, 82.5 negative, 80 positive, 77.5 positive
- Since yesterday's close, positioning faded at 80, 85, 90.