VOO gamma levels.
Where VOO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- VOO $707.24 · down 0.21% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 692.5 (below price · 14.74 / 2.08% away); ↯ Surge — live flow 712.5 (above price · 5.26 / 0.74% away); ‖ call wall — sticky, but below price · not a ceiling from here 692.5 (below price · 14.74 / 2.08% away); ‖ put wall — floor, slippery 670 (below price · 37.24 / 5.27% away); ↘ Reversal 670 (below price · 37.24 / 5.27% away)
- Expected move today ±2.72
- Strikes nearest the money (high to low): 712.5 sticky, 710 sticky, 707.5 sticky, 705 sticky, 702.5 sticky, 700 sticky
- Since yesterday's close, positioning grew at 695, 697.5, 712.5 and faded at 700, 710, 715.
- ATM implied volatility 15.4%