IBB gamma levels.
Where IBB tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- IBB $202.94 · down 0.33% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 200 (below price · 2.94 / 1.45% away); ↯ Surge — live flow 205 (above price · 2.06 / 1.02% away); ‖ call wall — sticky, but below price · not a ceiling from here 200 (below price · 2.94 / 1.45% away); ‖ put wall — slippery, but above price · not a floor from here 210 (above price · 7.06 / 3.48% away)
- Expected move today ±5.83 · pre-open reference
- Strikes nearest the money (high to low): 205 positive, 200 positive, 199 negative, 198 negative, 197 positive, 196 negative
- Since yesterday's close, positioning grew at 200.
- ATM implied volatility 19.1%