VST gamma levels.
Where VST tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VST $158.13 · down 2.07% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 160 (above price · 1.87 / 1.18% away); ↯ Surge, live flow 160 (above price · 1.87 / 1.18% away); ‖ call wall — ceiling, sticky 160 (above price · 1.87 / 1.18% away); ‖ put wall — floor, slippery 135 (below price · 23.13 / 14.63% away); ⚡ gamma flip 144.62 (below price · 13.51 / 8.54% away); ↘ Reversal 135 (below price · 23.13 / 14.63% away)
- Expected move today ±10.3
- Strikes nearest the money (high to low): 165 positive, 162.5 positive, 160 positive, 157.5 positive, 155 positive, 152.5 negative
- Since yesterday's close, positioning grew at 135, 150, 152.5.
- ATM implied volatility 51.6%