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 $288.38 · down 1.12% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 290 (above price · 1.62 / 0.56% away); ↯ Surge — live flow 250 (below price · 38.38 / 13.31% away); ‖ call wall — ceiling, sticky 290 (above price · 1.62 / 0.56% away); ‖ put wall — floor, slippery 260 (below price · 28.38 / 9.84% away); ⚡ gamma flip 268.56 (below price · 19.82 / 6.87% away); ↘ Reversal 260 (below price · 28.38 / 9.84% away)
- Expected move today ±12.8 · pre-open reference
- Strikes nearest the money (high to low): 310 positive, 300 positive, 290 positive, 280 positive, 270 positive, 260 negative
- 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 280, 290 and faded at 320.
- ATM implied volatility 31.4%