VSAT gamma levels.
Where VSAT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VSAT $67.66 · down 6.04% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 90 (above price · 22.34 / 33.02% away); ↯ Surge, live flow 65 (below price · 2.66 / 3.93% away); ‖ call wall — ceiling, sticky 90 (above price · 22.34 / 33.02% away); ‖ put wall — floor, slippery 60 (below price · 7.66 / 11.32% away); ↘ Reversal 60 (below price · 7.66 / 11.32% away)
- Expected move today ±7.08
- Strikes nearest the money (high to low): 80 positive, 75 positive, 70 negative, 65 negative, 60 negative, 55 negative
- Since yesterday's close, positioning grew at 60, 65 and faded at 90, 105, 110.
- ATM implied volatility 66.9%