VRTX gamma levels.
Where VRTX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- VRTX $541.69 · down 1.07% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 550 (above price · 8.31 / 1.53% away); ↯ Surge — live flow 560 (above price · 18.31 / 3.38% away); ‖ call wall — ceiling, sticky 550 (above price · 8.31 / 1.53% away); ‖ put wall — floor, slippery 470 (below price · 71.69 / 13.23% away); ⚡ gamma flip 487.23 (below price · 54.46 / 10.05% away); ↘ Reversal 470 (below price · 71.69 / 13.23% away)
- Expected move today ±4.07
- Strikes nearest the money (high to low): 555 sticky, 550 sticky, 545 sticky, 540 sticky, 535 slippery, 530 sticky
- Since yesterday's close, positioning grew at 540 and faded at 550, 560, 565.
- ATM implied volatility 20.6%