VIAV gamma levels.
Where VIAV tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VIAV $41.75 · down 8.16% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 46 (above price · 4.25 / 10.18% away); ↯ Surge, live flow 46 (above price · 4.25 / 10.18% away); ‖ call wall — ceiling, sticky 46 (above price · 4.25 / 10.18% away); ‖ put wall — floor, slippery 25 (below price · 16.75 / 40.12% away); ↘ Reversal 25 (below price · 16.75 / 40.12% away)
- Expected move today ±3.54
- Strikes nearest the money (high to low): 44 positive, 43 positive, 42 positive, 41 negative, 40 positive, 39 positive
- Since yesterday's close, positioning grew at 40, 42 and faded at 46, 50, 55.
- ATM implied volatility 72.7%