VTRS gamma levels.
Where VTRS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VTRS $17.02 · up 0.59% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 17 (below price · 0.02 / 0.12% away); ↯ Surge — live flow 16 (below price · 1.02 / 5.99% away); ‖ call wall — sticky, but below price · not a ceiling from here 17 (below price · 0.02 / 0.12% away); ‖ put wall — floor, slippery 16 (below price · 1.02 / 5.99% away); ↘ Reversal 16 (below price · 1.02 / 5.99% away)
- Expected move today ±0.44
- Strikes nearest the money (high to low): 20 positive, 19 positive, 18 positive, 17 positive, 16 negative, 15 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- ATM implied volatility 34.0%