IAG gamma levels.
Where IAG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- IAG $16.62 · down 3.82% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 20 (above price · 3.38 / 20.34% away); ↯ Surge, live flow 20 (above price · 3.38 / 20.34% away); ‖ call wall — ceiling, sticky 20 (above price · 3.38 / 20.34% away); ‖ put wall — floor, slippery 16 (below price · 0.62 / 3.73% away); ↘ Reversal 16 (below price · 0.62 / 3.73% away)
- Expected move today ±2.55 · pre-open reference
- Strikes nearest the money (high to low): 19 positive, 18 positive, 17 negative, 16 negative, 15 positive, 14 positive
- Since yesterday's close, positioning grew at 16 and faded at 20, 26.
- ATM implied volatility 59.2%