VRSN gamma levels.
Where VRSN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VRSN $303.13 · down 1.26% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 320 (above price · 16.87 / 5.57% away); ↯ Surge, live flow 280 (below price · 23.13 / 7.63% away); ‖ call wall — ceiling, sticky 320 (above price · 16.87 / 5.57% away); ‖ put wall — floor, slippery 270 (below price · 33.13 / 10.93% away); ⚡ gamma flip 284.36 (below price · 18.77 / 6.19% away); ↘ Reversal 270 (below price · 33.13 / 10.93% away)
- Expected move today ±23.7 · pre-open reference
- Strikes nearest the money (high to low): 330 positive, 320 positive, 310 positive, 300 negative, 290 negative, 280 positive
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 320, 330.
- ATM implied volatility 30.4%