VFH gamma levels.
Where VFH tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VFH $133.81 · up 0.52% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 141 (above price · 7.19 / 5.37% away); ↯ Surge, live flow 125 (below price · 8.81 / 6.58% away); ‖ call wall — ceiling, sticky 141 (above price · 7.19 / 5.37% away); ‖ put wall — floor, slippery 130 (below price · 3.81 / 2.85% away); ⚡ gamma flip 121.33 (below price · 12.48 / 9.33% away); ↘ Reversal 130 (below price · 3.81 / 2.85% away)
- Expected move today ±3.42
- Strikes nearest the money (high to low): 136 negative, 135 positive, 134 positive, 133 positive, 132 positive, 131 negative
- Since yesterday's close, positioning faded at 120.
- ATM implied volatility 22.7%