VRSK gamma levels.
Where VRSK tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VRSK $189.53 · down 0.14% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 200 (above price · 10.47 / 5.52% away); ↯ Surge, live flow 200 (above price · 10.47 / 5.52% away); ‖ call wall — ceiling, sticky 200 (above price · 10.47 / 5.52% away); ‖ put wall — floor, slippery 170 (below price · 19.53 / 10.30% away); ⚡ gamma flip 176.5 (below price · 13.03 / 6.87% away); ↘ Reversal 170 (below price · 19.53 / 10.30% away)
- Expected move today ±22.6 · pre-open reference
- Strikes nearest the money (high to low): 200 positive, 195 positive, 190 negative, 185 positive, 180 negative, 175 negative
- Weekly magnet confluence: the next 3 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 170, 195, 200 and faded at 175, 210, 250.
- ATM implied volatility 44.6%