VIRT gamma levels.
Where VIRT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- VIRT $60.02 · up 4.93% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 60 (below price · 0.02 / 0.03% away); ↯ Surge — live flow 60 (below price · 0.02 / 0.03% away); ‖ call wall — ceiling, sticky 60 (below price · 0.02 / 0.03% away); ‖ put wall — floor, slippery 46 (below price · 14.02 / 23.36% away); ↘ Reversal 46 (below price · 14.02 / 23.36% away)
- Expected move today ±3.46 · pre-open reference
- Strikes nearest the money (high to low): 70 sticky, 65 sticky, 60 sticky, 55 sticky, 50 sticky, 48 sticky
- ATM implied volatility 49.3%