VNOM gamma levels.
Where VNOM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VNOM $46.83 · up 0.80% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 45 (below price · 1.83 / 3.91% away); ↯ Surge, live flow 50 (above price · 3.17 / 6.77% away); ‖ call wall — sticky, but below price · not a ceiling from here 45 (below price · 1.83 / 3.91% away); ‖ put wall — floor, slippery 40 (below price · 6.83 / 14.58% away)
- Expected move today ±4.58 · pre-open reference
- Strikes nearest the money (high to low): 49 positive, 48 positive, 47 positive, 46 positive, 45 positive, 44 positive
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- ATM implied volatility 39.5%