VLO gamma levels.
Where VLO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- VLO $352.36 · up 1.66% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 380 (above price · 27.64 / 7.84% away); ↯ Surge — live flow 337.5 (below price · 14.86 / 4.22% away); ‖ call wall — ceiling, sticky 380 (above price · 27.64 / 7.84% away); ‖ put wall — floor, slippery 320 (below price · 32.36 / 9.18% away); ↘ Reversal 320 (below price · 32.36 / 9.18% away)
- Expected move today ±3.98
- Strikes nearest the money (high to low): 357.5 sticky, 355 sticky, 352.5 sticky, 350 sticky, 347.5 sticky, 345 sticky
- Since yesterday's close, positioning grew at 340, 380 and faded at 325, 342.5, 355.
- ATM implied volatility 38.9%