IFF gamma levels.
Where IFF tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- IFF $83.26 · up 1.02% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 87.5 (above price · 4.24 / 5.09% away); ↯ Surge, live flow 90 (above price · 6.74 / 8.10% away); ‖ call wall — ceiling, sticky 87.5 (above price · 4.24 / 5.09% away); ‖ put wall — floor, slippery 77.5 (below price · 5.76 / 6.92% away); ↘ Reversal 77.5 (below price · 5.76 / 6.92% away)
- Expected move today ±3.92
- Strikes nearest the money (high to low): 90 positive, 87.5 positive, 85 negative, 82.5 negative, 80 negative, 77.5 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 87.5, 90.
- ATM implied volatility 29.2%