ICE gamma levels.
Where ICE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- ICE $162.33 · up 0.68% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 160 (below price · 2.33 / 1.44% away); ↯ Surge — live flow 165 (above price · 2.67 / 1.64% away); ‖ call wall — sticky, but below price · not a ceiling from here 160 (below price · 2.33 / 1.44% away); ‖ put wall — floor, slippery 140 (below price · 22.33 / 13.76% away)
- Expected move today ±1.33
- Strikes nearest the money (high to low): 167.5 sticky, 165 sticky, 162.5 sticky, 160 sticky, 157.5 slippery, 155 slippery
- Since yesterday's close, positioning grew at 160, 165 and faded at 162.5.
- ATM implied volatility 22.5%