VTR gamma levels.
Where VTR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VTR $83.54 · up 1.83% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 85 (above price · 1.46 / 1.75% away); ↯ Surge, live flow 87.5 (above price · 3.96 / 4.74% away); ‖ call wall — ceiling, sticky 87.5 (above price · 3.96 / 4.74% away); ‖ put wall — slippery, but above price · not a floor from here 85 (above price · 1.46 / 1.75% away); ⚡ gamma flip 81.2 (below price · 2.34 / 2.80% away); ↘ Reversal 92.5 (above price · 8.96 / 10.73% away)
- Expected move today ±3.67
- Strikes nearest the money (high to low): 90 positive, 87.5 positive, 85 negative, 82.5 negative, 80 positive, 77.5 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 85, 87.5, 92.5.
- ATM implied volatility 44.0%