VIG gamma levels.
Where VIG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- VIG $243.07 · down 0.07% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 230 (below price · 13.07 / 5.38% away); ↯ Surge — live flow 235 (below price · 8.07 / 3.32% away); ‖ call wall — sticky, but below price · not a ceiling from here 230 (below price · 13.07 / 5.38% away); ‖ put wall — floor, slippery 220 (below price · 23.07 / 9.49% away); ↘ Reversal 220 (below price · 23.07 / 9.49% away)
- Expected move today ±12.1
- Strikes nearest the money (high to low): 255 sticky, 250 sticky, 245 sticky, 240 sticky, 235 sticky, 230 sticky
- Since yesterday's close, positioning grew at 230, 245, 250.
- ATM implied volatility 8.2%