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 $34.21 · down 1.47% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 35 (above price · 0.79 / 2.31% away); ↯ Surge — live flow 30 (below price · 4.21 / 12.31% away); ‖ call wall — ceiling, sticky 35 (above price · 0.79 / 2.31% away); ‖ put wall — floor, slippery 30 (below price · 4.21 / 12.31% away); ↘ Reversal 30 (below price · 4.21 / 12.31% away)
- Expected move today ±5.67 · pre-open reference
- Strikes nearest the money (high to low): 45 positive, 40 positive, 35 positive, 30 negative, 25 positive, 22.5 negative
- Since yesterday's close, positioning grew at 35.
- ATM implied volatility 119.7%