VOO gamma levels.
Where VOO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VOO $715.13 · down 0.06% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 700 (below price · 15.13 / 2.12% away); ↯ Surge, live flow 705 (below price · 10.13 / 1.42% away); ‖ call wall — ceiling, sticky 740 (above price · 24.87 / 3.48% away); ‖ put wall — floor, slippery 700 (below price · 15.13 / 2.12% away); ⚡ gamma flip 705.57 (below price · 9.56 / 1.34% away); ↘ Reversal 720 (above price · 4.87 / 0.68% away)
- Expected move today ±9.09
- Strikes nearest the money (high to low): 722.5 positive, 720 positive, 717.5 positive, 715 positive, 712.5 positive, 710 positive
- Since yesterday's close, positioning grew at 715, 717.5, 720 and faded at 700, 740.
- ATM implied volatility 10.5%