VRT gamma levels.
Where VRT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VRT $182.86 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 185 (above price · 2.14 / 1.17% away); ↯ Surge, live flow 210 (above price · 27.14 / 14.84% away); ‖ call wall — ceiling, sticky 230 (above price · 47.14 / 25.78% away); ‖ put wall — slippery, but above price · not a floor from here 185 (above price · 2.14 / 1.17% away); ↘ Reversal 230 (above price · 47.14 / 25.78% away)
- Expected move today ±22.9 · pre-open reference
- Strikes nearest the money (high to low): 190 negative, 187.5 positive, 185 negative, 182.5 positive, 180 negative, 177.5 positive
- Since yesterday's close, positioning grew at 130, 135, 145 and faded at 175, 180, 185.
- ATM implied volatility 91.2%