VTR gamma levels.
Where VTR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- VTR $91.80 · down 1.17% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 95 (above price · 3.20 / 3.49% away); ↯ Surge — live flow 97.5 (above price · 5.70 / 6.21% away); ‖ call wall — ceiling, sticky 95 (above price · 3.20 / 3.49% away); ‖ put wall — floor, slippery 85 (below price · 6.80 / 7.41% away); ↘ Reversal 85 (below price · 6.80 / 7.41% away)
- Expected move today ±9.02
- Strikes nearest the money (high to low): 97.5 sticky, 95 sticky, 92.5 sticky, 90 slippery, 87.5 sticky, 85 slippery
- Since yesterday's close, positioning faded at 95.
- ATM implied volatility 24.7%