VFC gamma levels.
Where VFC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VFC $15.79 · up 5.27% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 14 (below price · 1.79 / 11.34% away); ↯ Surge, live flow 14 (below price · 1.79 / 11.34% away); ‖ call wall — sticky, but below price · not a ceiling from here 15 (below price · 0.79 / 5.00% away); ‖ put wall — floor, slippery 14 (below price · 1.79 / 11.34% away); ⚡ gamma flip 15.31 (below price · 0.48 / 3.04% away); ↘ Reversal 15 (below price · 0.79 / 5.00% away)
- Expected move today ±0.95
- Strikes nearest the money (high to low): 17 positive, 16.5 positive, 16 positive, 15.5 positive, 15 positive, 14.5 positive
- Since yesterday's close, positioning grew at 14, 15.5 and faded at 14.5, 15.
- Event pricing: the options market prices an unusually large move into 2026-10-30 (±$2.30 by that date, about 2.3x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 68.1%