VSXY gamma levels.
Where VSXY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- VSXY $91.06 · down 2.11% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 95 (above price · 3.94 / 4.33% away); ↯ Surge — live flow 95 (above price · 3.94 / 4.33% away); ‖ call wall — ceiling, sticky 100 (above price · 8.94 / 9.82% away); ‖ put wall — floor, slippery 95 (above price · 3.94 / 4.33% away); ↘ Reversal 100 (above price · 8.94 / 9.82% away)
- Expected move today ±8.79 · pre-open reference
- Strikes nearest the money (high to low): 105 sticky, 100 sticky, 95 slippery, 90 slippery, 85 slippery, 80 sticky
- ATM implied volatility 66.0%