ICE gamma levels.
Where ICE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ICE $157.42 · up 0.79% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 160 (above price · 2.58 / 1.64% away); ↯ Surge, live flow 150 (below price · 7.42 / 4.71% away); ‖ call wall — ceiling, sticky 160 (above price · 2.58 / 1.64% away); ‖ put wall — floor, slippery 140 (below price · 17.42 / 11.07% away); ⚡ gamma flip 145.41 (below price · 12.01 / 7.63% away); ↘ Reversal 140 (below price · 17.42 / 11.07% away)
- Expected move today ±5.55
- Strikes nearest the money (high to low): 162.5 positive, 160 positive, 157.5 positive, 155 negative, 152.5 positive, 150 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 157.5, 162.5.
- ATM implied volatility 28.9%