PREMIUM: High Probability Gamma/Vanna PRICE LEVELS and high/low RANGES For High Liquidity Option Chains - June 23rd
...UCO, USO, GLD, KR...
Levels and low probability of breach ranges, for directional traders and premium sellers.
SPY
Current Stock Price: $600.15
Weighted Delta Exposure: 743717.05
Weighted Gamma Exposure: 180698.87
Average Daily Volume: 73817234
Premium Analysis: Call premiums very high
Levels:
$636.53
$654.00
-
$566.00
$563.78
Call Gamma Walls:
$605.00 (Strength: 0.014692)
$597.00 (Strength: 0.008975)
Put Gamma Walls:
$605.00 (Strength: 0.014430)
$597.00 (Strength: 0.009406)
Call Vanna Walls:
$601.00 (Strength: 0.883408)
$607.00 (Strength: 0.466177)
Put Vanna Walls:
$607.00 (Strength: 0.611921)
$601.00 (Strength: 0.910239)
CONVERGENT WALLS:
$601.00: Call Vanna Left + Put Vanna Right (Combined Strength: 1.793647)
$607.00: Call Vanna Right + Put Vanna Left (Combined Strength: 1.078098)
$605.00: Call Gamma Left + Put Gamma Left (Combined Strength: 0.029121)
$597.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.018381)
QQQ
Current Stock Price: $531.65
Weighted Delta Exposure: 35060.12
Weighted Gamma Exposure: 87246.18
Average Daily Volume: 47712122
Premium Analysis: Call premiums very high
Levels:
$578.48
$548.08
-
$480.25
$485.05
Call Gamma Walls:
$537.00 (Strength: 0.013257)
$529.00 (Strength: 0.008866)
Put Gamma Walls:
$535.00 (Strength: 0.016190)
$529.00 (Strength: 0.009359)
Call Vanna Walls:
$533.00 (Strength: 0.693652)
$539.00 (Strength: 0.370891)
Put Vanna Walls:
$536.00 (Strength: 0.495758)
$533.00 (Strength: 0.848887)
CONVERGENT WALLS:
$533.00: Call Vanna Left + Put Vanna Right (Combined Strength: 1.542539)
$529.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.018224)
IWM
Current Stock Price: $211.77
Weighted Delta Exposure: 201940.05
Weighted Gamma Exposure: 28022.95
Average Daily Volume: 34179403
Premium Analysis: Call premiums very high
Levels:
$212.52
$226.75
-
$188.25
$211.15
Call Gamma Walls:
$214.00 (Strength: 0.050614)
$210.00 (Strength: 0.067312)
Put Gamma Walls:
$214.00 (Strength: 0.024469)
$209.00 (Strength: 0.027700)
Call Vanna Walls:
$212.00 (Strength: 1.298343)
$209.00 (Strength: 0.984821)
Put Vanna Walls:
$207.00 (Strength: 0.239042)
$212.00 (Strength: 0.697767)
CONVERGENT WALLS:
$212.00: Call Vanna Left + Put Vanna Right (Combined Strength: 1.996110)
$209.00: Call Vanna Right + Put Gamma Right (Combined Strength: 1.012521)
$214.00: Call Gamma Left + Put Gamma Left (Combined Strength: 0.075082)
DIA
Current Stock Price: $425.72
Weighted Delta Exposure: 76083.87
Weighted Gamma Exposure: 19305.42
Average Daily Volume: 2919126
Premium Analysis: Call premiums elevated
Levels:
$453.36
$442.00
-
$398.00
$397.84
Call Gamma Walls:
$431.00 (Strength: 0.010314)
$422.00 (Strength: 0.005787)
Put Gamma Walls:
$431.00 (Strength: 0.010736)
$422.00 (Strength: 0.007358)
Call Vanna Walls:
$427.00 (Strength: 0.509745)
$434.00 (Strength: 0.293152)
Put Vanna Walls:
$433.00 (Strength: 0.261929)
$427.00 (Strength: 0.599200)
CONVERGENT WALLS:
$427.00: Call Vanna Left + Put Vanna Right (Combined Strength: 1.108945)
$431.00: Call Gamma Left + Put Gamma Left (Combined Strength: 0.021050)
$422.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.013145)
AAPL
Current Stock Price: $201.50
Weighted Delta Exposure: 2057105.23
Weighted Gamma Exposure: 294452.47
Average Daily Volume: 53313142
Premium Analysis: Call premiums very high
Levels:
$223.19
$231.92
-
$189.75
$179.15
Call Gamma Walls:
$205.00 (Strength: 0.011869)
$197.50 (Strength: 0.009724)
Put Gamma Walls:
$205.00 (Strength: 0.012496)
$197.50 (Strength: 0.011920)
Call Vanna Walls:
$202.50 (Strength: 0.324349)
$210.00 (Strength: 0.150043)
Put Vanna Walls:
$207.50 (Strength: 0.112406)
$202.50 (Strength: 0.358851)
CONVERGENT WALLS:
$202.50: Call Vanna Left + Put Vanna Right (Combined Strength: 0.683199)
$205.00: Call Gamma Left + Put Gamma Left (Combined Strength: 0.024365)
$197.50: Call Gamma Right + Put Gamma Right (Combined Strength: 0.021644)
MSFT
Current Stock Price: $486.00
Weighted Delta Exposure: 1221650.40
Weighted Gamma Exposure: 102558.92
Average Daily Volume: 19117385
Premium Analysis: Call premiums very high
Levels:
$545.97
$503.00
-
$437.00
$425.25
Call Gamma Walls:
$492.50 (Strength: 0.004407)
$480.00 (Strength: 0.003375)
Put Gamma Walls:
$492.50 (Strength: 0.004558)
$480.00 (Strength: 0.004087)
Call Vanna Walls:
$487.50 (Strength: 0.296078)
$497.50 (Strength: 0.132608)
Put Vanna Walls:
$495.00 (Strength: 0.103765)
$487.50 (Strength: 0.331378)
CONVERGENT WALLS:
$487.50: Call Vanna Left + Put Vanna Right (Combined Strength: 0.627456)
$492.50: Call Gamma Left + Put Gamma Left (Combined Strength: 0.008965)
$480.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.007462)
GOOGL
Current Stock Price: $165.19
Weighted Delta Exposure: -179876.26
Weighted Gamma Exposure: 112803.63
Average Daily Volume: 37861294
Premium Analysis: Balanced premium - neutral sentiment
Levels:
$189.97
$234.00
-
$146.00
$140.41
Call Gamma Walls:
$170.00 (Strength: 0.012876)
$162.50 (Strength: 0.010724)
Put Gamma Walls:
$170.00 (Strength: 0.012636)
$162.50 (Strength: 0.011963)
Call Vanna Walls:
$165.00 (Strength: 0.284837)
$172.50 (Strength: 0.123281)
Put Vanna Walls:
$172.50 (Strength: 0.102025)
$165.00 (Strength: 0.311324)
CONVERGENT WALLS:
$165.00: Call Vanna Left + Put Vanna Right (Combined Strength: 0.596162)
$172.50: Call Vanna Right + Put Vanna Left (Combined Strength: 0.225306)
$170.00: Call Gamma Left + Put Gamma Left (Combined Strength: 0.025512)
$162.50: Call Gamma Right + Put Gamma Right (Combined Strength: 0.022688)
AMZN
Current Stock Price: $208.47
Weighted Delta Exposure: 525772.78
Weighted Gamma Exposure: 180039.91
Average Daily Volume: 37917754
Premium Analysis: Balanced premium - neutral sentiment
Levels:
$236.39
$223.25
-
$188.42
$180.21
Call Gamma Walls:
$215.00 (Strength: 0.009097)
$205.00 (Strength: 0.007474)
Put Gamma Walls:
$212.50 (Strength: 0.009090)
$205.00 (Strength: 0.008651)
Call Vanna Walls:
$210.00 (Strength: 0.250039)
$217.50 (Strength: 0.123861)
Put Vanna Walls:
$200.00 (Strength: 0.090891)
$210.00 (Strength: 0.259578)
CONVERGENT WALLS:
$210.00: Call Vanna Left + Put Vanna Right (Combined Strength: 0.509617)
$205.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.016126)
NVDA
Current Stock Price: $144.17
Weighted Delta Exposure: 6114822.48
Weighted Gamma Exposure: 1153406.85
Average Daily Volume: 205475347
Premium Analysis: Call premiums elevated
Levels:
$165.80
$157.08
-
$111.25
$122.54
Call Gamma Walls:
$148.00 (Strength: 0.020500)
$142.00 (Strength: 0.014480)
Put Gamma Walls:
$147.00 (Strength: 0.021226)
$142.00 (Strength: 0.016411)
Call Vanna Walls:
$145.00 (Strength: 0.387496)
$150.00 (Strength: 0.180152)
Put Vanna Walls:
$148.00 (Strength: 0.276322)
$145.00 (Strength: 0.428181)
CONVERGENT WALLS:
$145.00: Call Vanna Left + Put Vanna Right (Combined Strength: 0.815678)
$148.00: Put Vanna Left + Call Gamma Left (Combined Strength: 0.296822)
$142.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.030892)
TSLA
Current Stock Price: $348.68
Weighted Delta Exposure: 6008068.13
Weighted Gamma Exposure: 171085.77
Average Daily Volume: 124551536
Premium Analysis: Call premiums very high
Levels:
$400.98
$796.00
-
$224.00
$296.38
Call Gamma Walls:
$367.50 (Strength: 0.000666)
$332.50 (Strength: 0.000756)
Put Gamma Walls:
$370.00 (Strength: 0.000741)
$332.50 (Strength: 0.000785)
Call Vanna Walls:
$350.00 (Strength: 0.038160)
$382.50 (Strength: 0.013378)
Put Vanna Walls:
$320.00 (Strength: 0.015288)
$347.50 (Strength: 0.039556)
CONVERGENT WALLS:
$332.50: Call Gamma Right + Put Gamma Right (Combined Strength: 0.001541)
META
Current Stock Price: $698.53
Weighted Delta Exposure: 889955.59
Weighted Gamma Exposure: 41036.19
Average Daily Volume: 11932403
Premium Analysis: Call premiums very high
Levels:
$780.48
$1048.83
-
$561.17
$614.52
Call Gamma Walls:
$715.00 (Strength: 0.001035)
$687.50 (Strength: 0.000833)
Put Gamma Walls:
$712.50 (Strength: 0.001077)
$685.00 (Strength: 0.000917)
Call Vanna Walls:
$702.50 (Strength: 0.096341)
$725.00 (Strength: 0.047020)
Put Vanna Walls:
$722.50 (Strength: 0.035666)
$700.00 (Strength: 0.106731)
CONVERGENT WALLS:
No significant wall convergence detected.
XLF
Current Stock Price: $50.82
Weighted Delta Exposure: 104261.44
Weighted Gamma Exposure: 194616.02
Average Daily Volume: 35901088
Premium Analysis: Call premiums elevated
Levels:
$54.96
$53.22
-
$48.45
$46.70
Call Gamma Walls:
$51.50 (Strength: 0.312411)
$50.50 (Strength: 0.249741)
Put Gamma Walls:
$52.00 (Strength: 0.156611)
$50.00 (Strength: 0.158924)
Call Vanna Walls:
$50.50 (Strength: 1.607170)
$52.50 (Strength: 0.758503)
Put Vanna Walls:
$48.00 (Strength: 0.357338)
$51.00 (Strength: 1.290051)
CONVERGENT WALLS:
$50.50: Call Vanna Left + Call Gamma Right (Combined Strength: 1.856911)
XLE
Current Stock Price: $86.03
Weighted Delta Exposure: 96938.81
Weighted Gamma Exposure: 122065.15
Average Daily Volume: 23085315
Premium Analysis: Put premiums elevated
Levels:
$96.29
$93.20
-
$74.13
$76.00
Call Gamma Walls:
$87.50 (Strength: 0.056457)
$85.50 (Strength: 0.087602)
Put Gamma Walls:
$86.00 (Strength: 0.094500)
$84.00 (Strength: 0.057910)
Call Vanna Walls:
$86.50 (Strength: 0.710783)
$89.00 (Strength: 0.162073)
Put Vanna Walls:
$84.00 (Strength: 0.360196)
$86.50 (Strength: 0.682000)
CONVERGENT WALLS:
$86.50: Call Vanna Left + Put Vanna Right (Combined Strength: 1.392784)
$84.00: Put Vanna Left + Put Gamma Right (Combined Strength: 0.418106)
XLK
Current Stock Price: $242.88
Weighted Delta Exposure: 43052.33
Weighted Gamma Exposure: 6264.96
Average Daily Volume: 6037951
Premium Analysis: Call premiums very high
Levels:
$271.95
$265.50
-
$217.83
$215.37
Call Gamma Walls:
$247.50 (Strength: 0.011479)
$240.00 (Strength: 0.007991)
Put Gamma Walls:
$247.50 (Strength: 0.004593)
$237.50 (Strength: 0.007249)
Call Vanna Walls:
$242.50 (Strength: 0.231821)
$252.50 (Strength: 0.103710)
Put Vanna Walls:
$232.50 (Strength: 0.070839)
$242.50 (Strength: 0.237878)
CONVERGENT WALLS:
$242.50: Call Vanna Left + Put Vanna Right (Combined Strength: 0.469699)
$247.50: Call Gamma Left + Put Gamma Left (Combined Strength: 0.016073)
XLV
Current Stock Price: $132.16
Weighted Delta Exposure: 40292.70
Weighted Gamma Exposure: 29496.30
Average Daily Volume: 12157956
Premium Analysis: Put premiums elevated
Levels:
$148.20
$146.37
-
$123.63
$116.47
Call Gamma Walls:
$133.00 (Strength: 0.108822)
$130.00 (Strength: 0.032436)
Put Gamma Walls:
$133.00 (Strength: 0.104925)
$132.00 (Strength: 0.033286)
Call Vanna Walls:
$133.50 (Strength: 0.558965)
$133.00 (Strength: 0.337485)
Put Vanna Walls:
$133.50 (Strength: 0.237543)
$131.00 (Strength: 0.443321)
CONVERGENT WALLS:
$133.50: Call Vanna Left + Put Vanna Left (Combined Strength: 0.796508)
$133.00: Call Vanna Right + Call Gamma Left (Combined Strength: 0.446307)
$133.00: Call Vanna Right + Put Gamma Left (Combined Strength: 0.442410)
$133.00: Call Gamma Left + Put Gamma Left (Combined Strength: 0.213747)
XLI
Current Stock Price: $143.86
Weighted Delta Exposure: 58681.81
Weighted Gamma Exposure: 15975.06
Average Daily Volume: 12732869
Premium Analysis: Call premiums very high
Levels:
$156.63
$156.58
-
$129.08
$131.04
Call Gamma Walls:
$145.00 (Strength: 0.056940)
$143.00 (Strength: 0.062155)
Put Gamma Walls:
$145.00 (Strength: 0.058415)
$143.00 (Strength: 0.066051)
Call Vanna Walls:
$144.00 (Strength: 0.415222)
$148.00 (Strength: 0.450778)
Put Vanna Walls:
$134.00 (Strength: 0.065633)
$146.00 (Strength: 0.104093)
CONVERGENT WALLS:
$145.00: Call Gamma Left + Put Gamma Left (Combined Strength: 0.115355)
$143.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.128206)
XLU
Current Stock Price: $81.24
Weighted Delta Exposure: 30480.41
Weighted Gamma Exposure: 31119.28
Average Daily Volume: 12266602
Premium Analysis: Call premiums very high
Levels:
$89.40
$89.42
-
$69.08
$73.03
Call Gamma Walls:
$83.00 (Strength: 0.153084)
$81.50 (Strength: 0.169882)
Put Gamma Walls:
$80.50 (Strength: 0.084596)
$79.50 (Strength: 0.077364)
Call Vanna Walls:
$82.00 (Strength: 1.274917)
$83.00 (Strength: 0.932739)
Put Vanna Walls:
$79.50 (Strength: 0.416302)
$80.50 (Strength: 0.967407)
CONVERGENT WALLS:
$83.00: Call Vanna Right + Call Gamma Left (Combined Strength: 1.085823)
$79.50: Put Vanna Left + Put Gamma Right (Combined Strength: 0.493666)
$80.50: Put Vanna Right + Put Gamma Left (Combined Strength: 1.052003)
XLY
Current Stock Price: $214.40
Weighted Delta Exposure: 13077.74
Weighted Gamma Exposure: 3653.46
Average Daily Volume: 4332751
Premium Analysis: Put premiums very high
Levels:
$244.08
$226.58
-
$191.75
$184.58
Call Gamma Walls:
$220.00 (Strength: 0.011112)
$215.00 (Strength: 0.006984)
Put Gamma Walls:
$192.50 (Strength: 0.010807)
$207.50 (Strength: 0.006589)
Call Vanna Walls:
$215.00 (Strength: 0.229913)
$222.50 (Strength: 0.154502)
Put Vanna Walls:
$205.00 (Strength: 0.074517)
$212.50 (Strength: 0.222584)
CONVERGENT WALLS:
$215.00: Call Vanna Left + Call Gamma Right (Combined Strength: 0.236897)
XLP
Current Stock Price: $81.40
Weighted Delta Exposure: 25185.42
Weighted Gamma Exposure: 21015.39
Average Daily Volume: 13642490
Premium Analysis: Call premiums very high
Levels:
$89.12
$85.55
-
$73.45
$73.69
Call Gamma Walls:
$82.00 (Strength: 0.153993)
$81.00 (Strength: 0.178927)
Put Gamma Walls:
$81.50 (Strength: 0.217744)
$80.50 (Strength: 0.180080)
Call Vanna Walls:
$82.00 (Strength: 1.797344)
$83.50 (Strength: 1.030463)
Put Vanna Walls:
$83.00 (Strength: 0.858964)
$82.00 (Strength: 0.938638)
CONVERGENT WALLS:
$82.00: Call Vanna Left + Put Vanna Right (Combined Strength: 2.735982)
$82.00: Call Vanna Left + Call Gamma Left (Combined Strength: 1.951337)
$82.00: Put Vanna Right + Call Gamma Left (Combined Strength: 1.092631)
UCO
Current Stock Price: $24.74
Weighted Delta Exposure: 81559.63
Weighted Gamma Exposure: 41986.88
Average Daily Volume: 4983935
Premium Analysis: Put premiums elevated
Levels:
$28.45
$27.63
-
$21.03
$21.03
Call Gamma Walls:
$25.50 (Strength: 0.077264)
$23.00 (Strength: 0.102499)
Put Gamma Walls:
$25.50 (Strength: 0.086544)
$23.00 (Strength: 0.100674)
Call Vanna Walls:
$24.50 (Strength: 0.301953)
$21.50 (Strength: 0.099595)
Put Vanna Walls:
$22.50 (Strength: 0.121285)
$24.50 (Strength: 0.314603)
CONVERGENT WALLS:
$24.50: Call Vanna Left + Put Vanna Right (Combined Strength: 0.616556)
$25.50: Call Gamma Left + Put Gamma Left (Combined Strength: 0.163808)
$23.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.203173)
USO
Current Stock Price: $76.41
Weighted Delta Exposure: 222813.95
Weighted Gamma Exposure: 131313.28
Average Daily Volume: 14582225
Premium Analysis: Put premiums very high
Levels:
$84.47
$83.32
-
$69.02
$69.09
Call Gamma Walls:
$79.00 (Strength: 0.030228)
$74.00 (Strength: 0.029886)
Put Gamma Walls:
$79.00 (Strength: 0.033822)
$74.00 (Strength: 0.038336)
Call Vanna Walls:
$76.00 (Strength: 0.289173)
$71.00 (Strength: 0.093882)
Put Vanna Walls:
$72.00 (Strength: 0.120090)
$76.00 (Strength: 0.330370)
CONVERGENT WALLS:
$76.00: Call Vanna Left + Put Vanna Right (Combined Strength: 0.619543)
$79.00: Call Gamma Left + Put Gamma Left (Combined Strength: 0.064050)
$74.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.068222)
KR
Current Stock Price: $74.00
Weighted Delta Exposure: 207442.60
Weighted Gamma Exposure: 32928.72
Average Daily Volume: 9029663
Premium Analysis: Call premiums very high
Levels:
$84.50
$78.12
-
$64.38
$63.58
Call Gamma Walls:
$76.00 (Strength: 0.076942)
$73.00 (Strength: 0.070494)
Put Gamma Walls:
$75.00 (Strength: 0.069698)
$72.00 (Strength: 0.072503)
Call Vanna Walls:
$74.00 (Strength: 0.817202)
$77.00 (Strength: 0.270991)
Put Vanna Walls:
$71.00 (Strength: 0.201780)
$74.00 (Strength: 0.648029)
CONVERGENT WALLS:
$74.00: Call Vanna Left + Put Vanna Right (Combined Strength: 1.465231)
TJX
Current Stock Price: $124.76
Weighted Delta Exposure: 55914.17
Weighted Gamma Exposure: 18617.86
Average Daily Volume: 5153472
Premium Analysis: Put premiums very high
Levels:
$133.84
$136.00
-
$114.00
$115.37
Call Gamma Walls:
$127.00 (Strength: 0.051131)
$123.00 (Strength: 0.040436)
Put Gamma Walls:
$126.00 (Strength: 0.049849)
$123.00 (Strength: 0.051087)
Call Vanna Walls:
$125.00 (Strength: 0.908687)
$128.00 (Strength: 0.437138)
Put Vanna Walls:
$128.00 (Strength: 0.381776)
$125.00 (Strength: 0.913944)
CONVERGENT WALLS:
$125.00: Call Vanna Left + Put Vanna Right (Combined Strength: 1.822631)
$128.00: Call Vanna Right + Put Vanna Left (Combined Strength: 0.818914)
$123.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.091523)
TLT
Current Stock Price: $86.77
Weighted Delta Exposure: 165500.66
Weighted Gamma Exposure: 197653.41
Average Daily Volume: 39211854
Premium Analysis: Put premiums elevated
Levels:
$90.80
$95.62
-
$82.05
$82.68
Call Gamma Walls:
$87.50 (Strength: 0.306229)
$86.00 (Strength: 0.273179)
Put Gamma Walls:
$87.50 (Strength: 0.358007)
$86.00 (Strength: 0.391280)
Call Vanna Walls:
$87.00 (Strength: 2.902299)
$88.50 (Strength: 1.021530)
Put Vanna Walls:
$85.50 (Strength: 1.609236)
$87.00 (Strength: 3.391884)
CONVERGENT WALLS:
$87.00: Call Vanna Left + Put Vanna Right (Combined Strength: 6.294183)
$87.50: Call Gamma Left + Put Gamma Left (Combined Strength: 0.664236)
$86.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.664459)
CF
Current Stock Price: $96.53
Weighted Delta Exposure: 22499.37
Weighted Gamma Exposure: 6557.40
Average Daily Volume: 3456812
Premium Analysis: Put premiums very high
Levels:
$108.26
$111.25
-
$83.75
$84.90
Call Gamma Walls:
$99.00 (Strength: 0.028449)
$96.00 (Strength: 0.032752)
Put Gamma Walls:
$99.00 (Strength: 0.025048)
$95.00 (Strength: 0.025323)
Call Vanna Walls:
$97.00 (Strength: 0.403630)
$101.00 (Strength: 0.142689)
Put Vanna Walls:
$91.00 (Strength: 0.090225)
$97.00 (Strength: 0.370632)
CONVERGENT WALLS:
$97.00: Call Vanna Left + Put Vanna Right (Combined Strength: 0.774262)
$99.00: Call Gamma Left + Put Gamma Left (Combined Strength: 0.053498)
MCD
Current Stock Price: $289.52
Weighted Delta Exposure: 27380.70
Weighted Gamma Exposure: 13241.54
Average Daily Volume: 3407793
Premium Analysis: Put premiums very high
Levels:
$310.02
$313.50
-
$273.17
$268.14
Call Gamma Walls:
$295.00 (Strength: 0.011427)
$285.00 (Strength: 0.008500)
Put Gamma Walls:
$292.50 (Strength: 0.010543)
$285.00 (Strength: 0.010842)
Call Vanna Walls:
$290.00 (Strength: 0.437489)
$297.50 (Strength: 0.194588)
Put Vanna Walls:
$282.50 (Strength: 0.132827)
$290.00 (Strength: 0.483350)
CONVERGENT WALLS:
$290.00: Call Vanna Left + Put Vanna Right (Combined Strength: 0.920838)
$285.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.019342)
SLV
Current Stock Price: $32.96
Weighted Delta Exposure: 128980.00
Weighted Gamma Exposure: 145227.44
Average Daily Volume: 24256455
Premium Analysis: Balanced premium - neutral sentiment
Levels:
$35.09
$36.65
-
$29.68
$30.74
Call Gamma Walls:
$33.50 (Strength: 0.533459)
$32.50 (Strength: 0.533036)
Put Gamma Walls:
$33.50 (Strength: 0.458844)
$32.50 (Strength: 0.509075)
Call Vanna Walls:
$33.00 (Strength: 1.946005)
$32.00 (Strength: 0.618440)
Put Vanna Walls:
$32.00 (Strength: 0.673479)
$33.00 (Strength: 1.747366)
CONVERGENT WALLS:
$33.00: Call Vanna Left + Put Vanna Right (Combined Strength: 3.693371)
$32.00: Call Vanna Right + Put Vanna Left (Combined Strength: 1.291919)
$33.50: Call Gamma Left + Put Gamma Left (Combined Strength: 0.992304)
$32.50: Call Gamma Right + Put Gamma Right (Combined Strength: 1.042110)
TLT
Current Stock Price: $86.77
Weighted Delta Exposure: 165497.60
Weighted Gamma Exposure: 197652.56
Average Daily Volume: 39211854
Premium Analysis: Put premiums elevated
Levels:
$90.80
$95.62
-
$82.05
$82.68
Call Gamma Walls:
$87.50 (Strength: 0.306229)
$86.00 (Strength: 0.273179)
Put Gamma Walls:
$87.50 (Strength: 0.358007)
$86.00 (Strength: 0.391280)
Call Vanna Walls:
$87.00 (Strength: 2.902299)
$88.50 (Strength: 1.021530)
Put Vanna Walls:
$85.50 (Strength: 1.609236)
$87.00 (Strength: 3.391884)
CONVERGENT WALLS:
$87.00: Call Vanna Left + Put Vanna Right (Combined Strength: 6.294183)
$87.50: Call Gamma Left + Put Gamma Left (Combined Strength: 0.664236)
$86.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.664459)
HYG
Current Stock Price: $79.95
Weighted Delta Exposure: 969704.13
Weighted Gamma Exposure: 3465063.52
Average Daily Volume: 33204080
Premium Analysis: Call premiums elevated
Levels:
$87.04
$80.67
-
$76.83
$72.83
Call Gamma Walls:
$80.50 (Strength: 0.878567)
$79.50 (Strength: 0.964099)
Put Gamma Walls:
$80.50 (Strength: 0.196640)
$79.00 (Strength: 0.127927)
Call Vanna Walls:
$80.00 (Strength: 3.240780)
$81.50 (Strength: 1.148612)
Put Vanna Walls:
$78.50 (Strength: 0.852475)
$79.50 (Strength: 1.647542)
CONVERGENT WALLS:
$79.50: Put Vanna Right + Call Gamma Right (Combined Strength: 2.611641)
$80.50: Call Gamma Left + Put Gamma Left (Combined Strength: 1.075208)
VXX
Current Stock Price: $52.79
Weighted Delta Exposure: 397688.12
Weighted Gamma Exposure: 120854.76
Average Daily Volume: 4941263
Premium Analysis: Call premiums elevated
Levels:
$59.52
$58.45
-
$48.55
$46.40
Call Gamma Walls:
$54.00 (Strength: 0.037825)
$51.00 (Strength: 0.037579)
Put Gamma Walls:
$54.00 (Strength: 0.054677)
$50.00 (Strength: 0.047818)
Call Vanna Walls:
$52.50 (Strength: 0.300272)
$49.00 (Strength: 0.118074)
Put Vanna Walls:
$49.00 (Strength: 0.177428)
$52.50 (Strength: 0.276800)
CONVERGENT WALLS:
$52.50: Call Vanna Left + Put Vanna Right (Combined Strength: 0.577072)
$49.00: Call Vanna Right + Put Vanna Left (Combined Strength: 0.295502)
$54.00: Call Gamma Left + Put Gamma Left (Combined Strength: 0.092502)
UVXY
Current Stock Price: $21.60
Weighted Delta Exposure: 523142.34
Weighted Gamma Exposure: 417182.65
Average Daily Volume: 20601380
Premium Analysis: Call premiums elevated
Levels:
$24.84
$23.57
-
$18.43
$18.36
Call Gamma Walls:
$22.50 (Strength: 0.054632)
$20.00 (Strength: 0.121357)
Put Gamma Walls:
$22.00 (Strength: 0.060675)
$20.00 (Strength: 0.150839)
Call Vanna Walls:
$21.50 (Strength: 0.269170)
$19.50 (Strength: 0.111286)
Put Vanna Walls:
$19.50 (Strength: 0.206480)
$21.00 (Strength: 0.322333)
CONVERGENT WALLS:
$19.50: Call Vanna Right + Put Vanna Left (Combined Strength: 0.317766)
$20.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.272196)
EWJ
Current Stock Price: $72.02
Weighted Delta Exposure: -56921.23
Weighted Gamma Exposure: 43584.41
Average Daily Volume: 4424464
Premium Analysis: Call premiums elevated
Levels:
$76.62
$76.37
-
$68.30
$68.69
Call Gamma Walls:
$76.00 (Strength: 0.015163)
$70.00 (Strength: 0.024324)
Put Gamma Walls:
$76.00 (Strength: 0.031988)
$71.00 (Strength: 0.019334)
Call Vanna Walls:
$72.00 (Strength: 0.407204)
$78.00 (Strength: 0.165309)
Put Vanna Walls:
$76.00 (Strength: 0.469099)
$72.00 (Strength: 0.561414)
CONVERGENT WALLS:
$72.00: Call Vanna Left + Put Vanna Right (Combined Strength: 0.968618)
$76.00: Put Vanna Left + Call Gamma Left (Combined Strength: 0.484262)
$76.00: Put Vanna Left + Put Gamma Left (Combined Strength: 0.501088)
$76.00: Call Gamma Left + Put Gamma Left (Combined Strength: 0.047151)
FXI
Current Stock Price: $36.08
Weighted Delta Exposure: 124353.34
Weighted Gamma Exposure: 236284.71
Average Daily Volume: 35295472
Premium Analysis: Call premiums very high
Levels:
$39.73
$38.65
-
$31.68
$32.57
Call Gamma Walls:
$36.50 (Strength: 0.249907)
$35.50 (Strength: 0.344832)
Put Gamma Walls:
$36.50 (Strength: 0.150916)
$35.50 (Strength: 0.210846)
Call Vanna Walls:
$36.00 (Strength: 1.268915)
$38.00 (Strength: 0.483539)
Put Vanna Walls:
$37.50 (Strength: 0.294286)
$36.50 (Strength: 0.847920)
CONVERGENT WALLS:
$36.50: Put Vanna Right + Call Gamma Left (Combined Strength: 1.097828)
$36.50: Put Vanna Right + Put Gamma Left (Combined Strength: 0.998837)
$36.50: Call Gamma Left + Put Gamma Left (Combined Strength: 0.400824)
$35.50: Call Gamma Right + Put Gamma Right (Combined Strength: 0.555679)
EWZ
Current Stock Price: $27.66
Weighted Delta Exposure: 5698.30
Weighted Gamma Exposure: 54914.31
Average Daily Volume: 22756631
Premium Analysis: Balanced premium - neutral sentiment
Levels:
$31.19
$29.15
-
$25.85
$24.22
Call Gamma Walls:
$28.50 (Strength: 0.481671)
$27.50 (Strength: 0.347349)
Put Gamma Walls:
$28.00 (Strength: 0.127884)
$26.50 (Strength: 0.221854)
Call Vanna Walls:
$27.50 (Strength: 0.955320)
$29.00 (Strength: 0.457237)
Put Vanna Walls:
$26.50 (Strength: 0.601849)
$27.50 (Strength: 1.027528)
CONVERGENT WALLS:
$27.50: Call Vanna Left + Put Vanna Right (Combined Strength: 1.982849)
$27.50: Call Vanna Left + Call Gamma Right (Combined Strength: 1.302669)
$26.50: Put Vanna Left + Put Gamma Right (Combined Strength: 0.823703)
$27.50: Put Vanna Right + Call Gamma Right (Combined Strength: 1.374878)
Disclaimer: This analysis is for educational purposes only and does not constitute financial advice. Trading involves substantial risk. Consult a financial professional before making investment decisions. The author is not a registered investment advisor, broker-dealer, or financial planner. No advisory relationship is created between the author and subscribers through the use of this publication or any content contained herein.