VICI gamma levels.
Where VICI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VICI $23.03 · up 0.66% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 22.5 (below price · 0.53 / 2.30% away); ↯ Surge, live flow 22.5 (below price · 0.53 / 2.30% away); ‖ call wall — ceiling, sticky 27.5 (above price · 4.47 / 19.41% away); ‖ put wall — floor, slippery 22.5 (below price · 0.53 / 2.30% away); ⚡ gamma flip 23.7 (above price · 0.67 / 2.91% away); ↘ Reversal 27.5 (above price · 4.47 / 19.41% away)
- Expected move today ±0.66
- Strikes nearest the money (high to low): 30 positive, 27.5 positive, 25 positive, 22.5 negative, 20 negative, 17.5 negative
- Since yesterday's close, positioning grew at 22.5.
- ATM implied volatility 31.4%