VIX gamma levels.
Where VIX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VIX $25.63 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 30 (above price · 4.37 / 17.05% away); ↯ Surge, live flow 30 (above price · 4.37 / 17.05% away); ‖ call wall — ceiling, sticky 30 (above price · 4.37 / 17.05% away); ‖ put wall — floor, slippery 17 (below price · 8.63 / 33.67% away); ↘ Reversal 17 (below price · 8.63 / 33.67% away)
- Expected move today ±7.28 · pre-open reference
- Strikes nearest the money (high to low): 27 positive, 26 positive, 25 positive, 24.5 positive, 24 positive, 23.5 positive
- Since yesterday's close, positioning grew at 18, 25, 26 and faded at 29, 30, 35.
- ATM implied volatility 255.8%