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 $217.74 · up 0.64% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 220 (above price · 2.26 / 1.04% away); ↯ Surge, live flow 220 (above price · 2.26 / 1.04% away); ‖ call wall — ceiling, sticky 220 (above price · 2.26 / 1.04% away); ‖ put wall — floor, slippery 200 (below price · 17.74 / 8.15% away); ⚡ gamma flip 204.42 (below price · 13.32 / 6.12% away); ↘ Reversal 200 (below price · 17.74 / 8.15% away)
- Expected move today ±14.9 · pre-open reference
- Strikes nearest the money (high to low): 230 positive, 225 positive, 220 positive, 215 positive, 210 positive, 205 negative
- Since yesterday's close, positioning grew at 225, 235 and faded at 200, 205, 215.
- ATM implied volatility 26.7%