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 $177.11 · up 0.32% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 195 (above price · 17.89 / 10.10% away); ↯ Surge — live flow 200 (above price · 22.89 / 12.92% away); ‖ call wall — ceiling, sticky 195 (above price · 17.89 / 10.10% away); ‖ put wall — floor, slippery 160 (below price · 17.11 / 9.66% away); ⚡ gamma flip 175.91 (below price · 1.20 / 0.68% away); ↘ Reversal 160 (below price · 17.11 / 9.66% away)
- Expected move today ±9.06 · pre-open reference
- Strikes nearest the money (high to low): 190 negative, 185 negative, 180 positive, 175 positive, 170 negative, 165 negative
- Since yesterday's close, positioning grew at 160, 165, 170 and faded at 195, 200, 220.
- ATM implied volatility 35.9%