VERA gamma levels.
Where VERA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VERA $31.40 · up 1.49% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 30 (below price · 1.40 / 4.46% away); ↯ Surge, live flow 35 (above price · 3.60 / 11.46% away); ‖ call wall — ceiling, sticky 40 (above price · 8.60 / 27.39% away); ‖ put wall — floor, slippery 30 (below price · 1.40 / 4.46% away); ⚡ gamma flip 30.96 (below price · 0.44 / 1.40% away); ↘ Reversal 40 (above price · 8.60 / 27.39% away)
- Expected move today ±6.53 · pre-open reference
- Strikes nearest the money (high to low): 40 positive, 35 positive, 30 negative, 25 positive, 22.5 negative, 20 positive
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning faded at 35.
- ATM implied volatility 77.0%