IDXX gamma levels.
Where IDXX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- IDXX $504.71 · up 0.39% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 560 (above price · 55.29 / 10.95% away); ↯ Surge — live flow 510 (above price · 5.29 / 1.05% away); ‖ call wall — ceiling, sticky 560 (above price · 55.29 / 10.95% away); ‖ put wall — slippery, but above price · not a floor from here 530 (above price · 25.29 / 5.01% away); ↘ Reversal 520 (above price · 15.29 / 3.03% away)
- Expected move today ±22.2 · pre-open reference
- Strikes nearest the money (high to low): 530 negative, 520 negative, 510 negative, 500 negative, 490 negative, 480 negative
- Since yesterday's close, positioning grew at 480, 560, 610 and faded at 500, 510, 520.
- ATM implied volatility 62.1%