VMC gamma levels.
Where VMC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VMC $283.22 · up 6.88% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 280 (below price · 3.22 / 1.14% away); ↯ Surge, live flow 270 (below price · 13.22 / 4.67% away); ‖ call wall — sticky, but below price · not a ceiling from here 280 (below price · 3.22 / 1.14% away); ‖ put wall — floor, slippery 220 (below price · 63.22 / 22.32% away); ⚡ gamma flip 237.64 (below price · 45.58 / 16.09% away); ↘ Reversal 220 (below price · 63.22 / 22.32% away)
- Expected move today ±23.3 · pre-open reference
- Strikes nearest the money (high to low): 310 positive, 300 positive, 290 positive, 280 positive, 270 positive, 260 positive
- Since yesterday's close, positioning grew at 280 and faded at 270, 300.
- ATM implied volatility 34.3%