VFH gamma levels.
Where VFH tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- VFH $142.00 · up 0.31% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 141 (below price · 1.00 / 0.70% away); ↯ Surge — live flow 143 (above price · 1.00 / 0.70% away); ‖ call wall — sticky, but below price · not a ceiling from here 141 (below price · 1.00 / 0.70% away); ‖ put wall — floor, slippery 120 (below price · 22.00 / 15.49% away); ↘ Reversal 120 (below price · 22.00 / 15.49% away)
- Expected move today ±5.00
- Strikes nearest the money (high to low): 145 sticky, 144 sticky, 143 sticky, 142 sticky, 141 sticky, 140 sticky
- Since yesterday's close, positioning grew at 143, 145.
- ATM implied volatility 16.1%