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 $250.86 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 220 (below price · 30.86 / 12.30% away); ↯ Surge — live flow 260 (above price · 9.14 / 3.64% away); ‖ call wall — ceiling, sticky 260 (above price · 9.14 / 3.64% away); ‖ put wall — floor, slippery 220 (below price · 30.86 / 12.30% away); ⚡ gamma flip 252.25 (above price · 1.39 / 0.55% away); ↘ Reversal 260 (above price · 9.14 / 3.64% away)
- Expected move today ±14.9 · pre-open reference
- Strikes nearest the money (high to low): 257.5 positive, 255 positive, 252.5 positive, 250 negative, 247.5 negative, 245 negative
- Since yesterday's close, positioning grew at 220.
- ATM implied volatility 62.4%