VALE gamma levels.
Where VALE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VALE $12.40 · up 1.64% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 13 (above price · 0.60 / 4.84% away); ↯ Surge, live flow 13.5 (above price · 1.10 / 8.87% away); ‖ call wall — ceiling, sticky 17 (above price · 4.60 / 37.10% away); ‖ put wall — slippery, but above price · not a floor from here 13 (above price · 0.60 / 4.84% away); ⚡ gamma flip 13.73 (above price · 1.33 / 10.73% away); ↘ Reversal 17 (above price · 4.60 / 37.10% away)
- Expected move today ±0.98 · pre-open reference
- Strikes nearest the money (high to low): 13.5 positive, 13 negative, 12.5 negative, 12 negative, 11.5 negative, 11 negative
- ATM implied volatility 55.8%