IEF gamma levels.
Where IEF tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- IEF $91.25 · up 0.44% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 91.5 (above price · 0.25 / 0.27% away); ↯ Surge, live flow 91.5 (above price · 0.25 / 0.27% away); ‖ call wall — ceiling, sticky 91.5 (above price · 0.25 / 0.27% away); ‖ put wall — floor, slippery 89 (below price · 2.25 / 2.47% away); ⚡ gamma flip 90.69 (below price · 0.56 / 0.61% away); ↘ Reversal 89 (below price · 2.25 / 2.47% away)
- Expected move today ±0.43 · pre-open reference
- Strikes nearest the money (high to low): 92.5 positive, 92 positive, 91.5 positive, 91 positive, 90.5 negative, 90 negative
- ATM implied volatility 10.0%