VLO gamma levels.
Where VLO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VLO $436.00 · up 0.52% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 320 (below price · 116.00 / 26.61% away); ↯ Surge, live flow 415 (below price · 21.00 / 4.82% away); ‖ call wall — ceiling, sticky 450 (above price · 14.00 / 3.21% away); ‖ put wall — floor, slippery 320 (below price · 116.00 / 26.61% away); ⚡ gamma flip 401.14 (below price · 34.86 / 8.00% away); ↘ Reversal 450 (above price · 14.00 / 3.21% away)
- Expected move today ±26.3
- Strikes nearest the money (high to low): 442.5 positive, 440 positive, 437.5 positive, 435 negative, 432.5 positive, 430 positive
- Since yesterday's close, positioning grew at 422.5, 440, 450 and faded at 400, 415, 420.
- ATM implied volatility 49.3%