VZ gamma levels.
Where VZ tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VZ $46.45 · down 2.58% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 50 (above price · 3.55 / 7.64% away); ↯ Surge — live flow 47 (above price · 0.55 / 1.18% away); ‖ call wall — ceiling, sticky 50 (above price · 3.55 / 7.64% away); ‖ put wall — floor, slippery 46 (below price · 0.45 / 0.97% away); ⚡ gamma flip 42.59 (below price · 3.86 / 8.31% away); ↘ Reversal 46 (below price · 0.45 / 0.97% away)
- Expected move today ±1.16 · pre-open reference
- Strikes nearest the money (high to low): 47.5 negative, 47 negative, 46.5 negative, 46 negative, 45.5 negative, 45 positive
- ATM implied volatility 27.0%