ICLN gamma levels.
Where ICLN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ICLN $17.51 · down 2.34% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 18 (above price · 0.49 / 2.80% away); ↯ Surge — live flow 17.5 (below price · 0.01 / 0.06% away); ‖ call wall — ceiling, sticky 18 (above price · 0.49 / 2.80% away); ‖ put wall — floor, slippery 13 (below price · 4.51 / 25.76% away); ↘ Reversal 13 (below price · 4.51 / 25.76% away)
- Expected move today ±1.32 · pre-open reference
- Strikes nearest the money (high to low): 19 positive, 18.5 positive, 18 positive, 17.5 positive, 17 negative, 16.5 negative
- Event pricing: the options market prices an unusually large move into 2026-10-09 (±$2.25 by that date, about 2.3x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 46.1%