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 $19.67 · down 2.96% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 25 (above price · 5.33 / 27.10% away); ↯ Surge — live flow 18 (below price · 1.67 / 8.49% away); ‖ call wall — ceiling, sticky 25 (above price · 5.33 / 27.10% away); ‖ put wall — floor, slippery 19 (below price · 0.67 / 3.41% away); ↘ Reversal 19 (below price · 0.67 / 3.41% away)
- Expected move today ±1.63 · pre-open reference
- Strikes nearest the money (high to low): 22 positive, 21 positive, 20 positive, 19 negative, 18 positive, 17 positive
- Since yesterday's close, positioning grew at 19, 21 and faded at 22, 23, 26.
- ATM implied volatility 64.5%