VIAV gamma levels.
Where VIAV tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- VIAV $36.54 · down 4.97% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 50 (above price · 13.46 / 36.84% away); ↯ Surge — live flow 37 (above price · 0.46 / 1.26% away); ‖ call wall — ceiling, sticky 50 (above price · 13.46 / 36.84% away); ‖ put wall — slippery, but above price · not a floor from here 37 (above price · 0.46 / 1.26% away); ↘ Reversal 37 (above price · 0.46 / 1.26% away)
- Expected move today ±6.64
- Strikes nearest the money (high to low): 39 slippery, 38 slippery, 37 slippery, 36 slippery, 35 sticky, 34 slippery
- Since yesterday's close, positioning faded at 50.
- ATM implied volatility 66.0%