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 $250.86 · down 0.82% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 240 (below price · 10.86 / 4.33% away); ↯ Surge — live flow 260 (above price · 9.14 / 3.64% away); ‖ call wall — ceiling, sticky 280 (above price · 29.14 / 11.62% away); ‖ put wall — floor, slippery 240 (below price · 10.86 / 4.33% away); ⚡ gamma flip 250.5 (below price · 0.36 / 0.14% away); ↘ Reversal 280 (above price · 29.14 / 11.62% away)
- Expected move today ±10.8 · pre-open reference
- Strikes nearest the money (high to low): 280 positive, 270 positive, 260 positive, 250 negative, 240 negative, 230 negative
- Since yesterday's close, positioning grew at 240, 270.
- ATM implied volatility 58.2%