VSXY gamma levels.
Where VSXY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VSXY $82.91 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 85 (above price · 2.09 / 2.52% away); ↯ Surge — live flow 80 (below price · 2.91 / 3.51% away); ‖ call wall — ceiling, sticky 85 (above price · 2.09 / 2.52% away); ‖ put wall — floor, slippery 70 (below price · 12.91 / 15.57% away); ↘ Reversal 70 (below price · 12.91 / 15.57% away)
- Expected move today ±10.5 · pre-open reference
- Strikes nearest the money (high to low): 95 positive, 90 positive, 85 positive, 80 positive, 75 negative, 70 negative
- Since yesterday's close, positioning grew at 85.
- ATM implied volatility 51.7%