VIG gamma levels.
Where VIG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VIG $240.04 · up 0.41% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 230 (below price · 10.04 / 4.18% away); ↯ Surge, live flow 245 (above price · 4.96 / 2.07% away); ‖ call wall — sticky, but below price · not a ceiling from here 230 (below price · 10.04 / 4.18% away); ‖ put wall — floor, slippery 220 (below price · 20.04 / 8.35% away); ↘ Reversal 220 (below price · 20.04 / 8.35% away)
- Expected move today ±2.57
- Strikes nearest the money (high to low): 255 positive, 250 positive, 245 positive, 240 positive, 235 positive, 230 positive
- Since yesterday's close, positioning grew at 240.
- ATM implied volatility 18.6%