VIRT gamma levels.
Where VIRT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VIRT $55.16 · up 2.62% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 50 (below price · 5.16 / 9.35% away); ↯ Surge — live flow 55 (below price · 0.16 / 0.29% away); ‖ call wall — sticky, but below price · not a ceiling from here 50 (below price · 5.16 / 9.35% away); ‖ put wall — floor, slippery 45 (below price · 10.16 / 18.42% away); ↘ Reversal 45 (below price · 10.16 / 18.42% away)
- Expected move today ±5.48
- Strikes nearest the money (high to low): 65 positive, 60 negative, 55 positive, 50 positive, 47 positive, 45 negative
- ATM implied volatility 44.1%