VLTO gamma levels.
Where VLTO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VLTO $98.20 · up 1.31% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 100 (above price · 1.80 / 1.83% away); ↯ Surge, live flow 95 (below price · 3.20 / 3.26% away); ‖ call wall — ceiling, sticky 100 (above price · 1.80 / 1.83% away); ‖ put wall — floor, slippery 85 (below price · 13.20 / 13.44% away)
- Expected move today ±6.58 · pre-open reference
- Strikes nearest the money (high to low): 110 positive, 105 positive, 100 positive, 95 positive, 90 positive, 85 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- ATM implied volatility 64.8%