IFF gamma levels.
Where IFF tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- IFF $84.28 · up 1.07% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 82.5 (below price · 1.78 / 2.11% away); ↯ Surge — live flow 90 (above price · 5.72 / 6.79% away); ‖ call wall — ceiling, sticky 82.5 (below price · 1.78 / 2.11% away); ‖ put wall — floor, slippery 80 (below price · 4.28 / 5.08% away); ↘ Reversal 80 (below price · 4.28 / 5.08% away)
- Expected move today ±2.06
- Strikes nearest the money (high to low): 90 sticky, 87.5 sticky, 85 sticky, 82.5 sticky, 80 slippery, 77.5 slippery
- Since yesterday's close, positioning grew at 77.5 and faded at 80, 82.5, 85.
- ATM implied volatility 24.3%