VRTX gamma levels.

Where VRTX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.

• VRTX $507.00 · down 0.60% on the day · negative gamma overall (moves tend to extend)
• Levels: ★ Volt, the biggest level 500 (below price · 7.00 / 1.38% away); ↯ Surge, live flow 510 (above price · 3.00 / 0.59% away); ‖ call wall — ceiling, sticky 510 (above price · 3.00 / 0.59% away); ‖ put wall — floor, slippery 500 (below price · 7.00 / 1.38% away); ⚡ gamma flip 515.76 (above price · 8.76 / 1.73% away); ↘ Reversal 510 (above price · 3.00 / 0.59% away)
• Expected move today ±18.2
• Strikes nearest the money (high to low): 512.5 negative, 510 positive, 507.5 negative, 505 negative, 502.5 negative, 500 negative
• Since yesterday's close, positioning grew at 510, 515 and faded at 550.
• Event pricing: the options market prices an unusually large move into 2026-11-06 (±$47.12 by that date, about 1.9x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
• ATM implied volatility 24.9%