IBKR gamma levels.
Where IBKR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- IBKR $95.84 · down 0.74% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 105 (above price · 9.16 / 9.56% away); ↯ Surge — live flow 100 (above price · 4.16 / 4.34% away); ‖ call wall — ceiling, sticky 105 (above price · 9.16 / 9.56% away); ‖ put wall — floor, slippery 85 (below price · 10.84 / 11.31% away); ↘ Reversal 85 (below price · 10.84 / 11.31% away)
- Expected move today ±1.81
- Strikes nearest the money (high to low): 105 sticky, 100 sticky, 95 sticky, 90 sticky, 85 slippery, 82.5 slippery
- Since yesterday's close, positioning grew at 95 and faded at 105, 115, 125.
- ATM implied volatility 36.3%