VG gamma levels.
Where VG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VG $13.13 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 12.5 (below price · 0.63 / 4.80% away); ↯ Surge, live flow 13.5 (above price · 0.37 / 2.82% away); ‖ call wall — sticky, but below price · not a ceiling from here 12.5 (below price · 0.63 / 4.80% away); ‖ put wall — floor, slippery 7.5 (below price · 5.63 / 42.88% away); ↘ Reversal 7.5 (below price · 5.63 / 42.88% away)
- Expected move today ±0.97 · pre-open reference
- Strikes nearest the money (high to low): 14.5 positive, 14 positive, 13.5 positive, 13 negative, 12.5 positive, 12 negative
- Since yesterday's close, positioning grew at 12.5, 13, 17.5 and faded at 7.5, 13.5, 14.
- ATM implied volatility 52.8%