VYM gamma levels.
Where VYM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- VYM $164.25 · down 0.10% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 175 (above price · 10.75 / 6.54% away); ↯ Surge — live flow 166 (above price · 1.75 / 1.07% away); ‖ call wall — ceiling, sticky 175 (above price · 10.75 / 6.54% away); ‖ put wall — floor, slippery 153 (below price · 11.25 / 6.85% away)
- Expected move today ±4.30
- Strikes nearest the money (high to low): 167 sticky, 166 sticky, 165 sticky, 164 sticky, 163 sticky, 162 sticky
- Weekly magnet confluence: the next 3 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- ATM implied volatility 15.6%