IBKR gamma levels.
Where IBKR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- IBKR $87.89 · up 0.02% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 95 (above price · 7.11 / 8.09% away); ↯ Surge, live flow 85 (below price · 2.89 / 3.29% away); ‖ call wall — ceiling, sticky 95 (above price · 7.11 / 8.09% away); ‖ put wall — floor, slippery 85 (below price · 2.89 / 3.29% away); ⚡ gamma flip 89.02 (above price · 1.13 / 1.29% away); ↘ Reversal 85 (below price · 2.89 / 3.29% away)
- Expected move today ±6.14
- Strikes nearest the money (high to low): 90 positive, 89 negative, 88 negative, 87 positive, 86 negative, 85 negative
- Since yesterday's close, positioning faded at 90.
- ATM implied volatility 61.7%