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 $14.21 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 30 (above price · 15.79 / 111.12% away); ↯ Surge — live flow 15 (above price · 0.79 / 5.56% away); ‖ call wall — ceiling, sticky 30 (above price · 15.79 / 111.12% away); ‖ put wall — slippery, but above price · not a floor from here 17 (above price · 2.79 / 19.63% away); ↘ Reversal 16 (above price · 1.79 / 12.60% away)
- Expected move today ±0.94 · pre-open reference
- Strikes nearest the money (high to low): 15.5 negative, 15 negative, 14.5 negative, 14 negative, 13.5 negative, 13 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning faded at 14.5.
- Event pricing: the options market prices an unusually large move into 2026-10-07 (±$4.63 by that date, about 1.9x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 168.9%