VGT gamma levels.
Where VGT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VGT $126.51 · down 1.15% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 133 (above price · 6.49 / 5.13% away); ‖ call wall — ceiling, sticky 133 (above price · 6.49 / 5.13% away); ‖ put wall — floor, slippery 118.75 (below price · 7.76 / 6.13% away)
- Expected move today ±3.48
- Strikes nearest the money (high to low): 142.5 positive, 138.13 positive, 133 positive, 118.75 negative, 114.38 positive, 114 negative
- Since yesterday's close, positioning grew at 142.5 and faded at 133.
- ATM implied volatility 47.5%