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 $45.69 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 47 (above price · 1.31 / 2.87% away); ↯ Surge, live flow 45 (below price · 0.69 / 1.51% away); ‖ call wall — ceiling, sticky 47 (above price · 1.31 / 2.87% away); ‖ put wall — floor, slippery 42 (below price · 3.69 / 8.08% away); ⚡ gamma flip 42.84 (below price · 2.85 / 6.24% away); ↘ Reversal 42 (below price · 3.69 / 8.08% away)
- Expected move today ±1.75 · pre-open reference
- Strikes nearest the money (high to low): 47 positive, 46.5 positive, 46 positive, 45.5 positive, 45 positive, 44.5 positive
- Since yesterday's close, positioning grew at 44 and faded at 45, 46, 47.
- ATM implied volatility 27.2%