IGV gamma levels.
Where IGV tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- IGV $98.88 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 95 (below price · 3.88 / 3.92% away); ↯ Surge, live flow 101.5 (above price · 2.62 / 2.65% away); ‖ call wall — ceiling, sticky 110 (above price · 11.12 / 11.25% away); ‖ put wall — floor, slippery 95 (below price · 3.88 / 3.92% away); ↘ Reversal 110 (above price · 11.12 / 11.25% away)
- Expected move today ±4.96 · pre-open reference
- Strikes nearest the money (high to low): 100.5 negative, 100 negative, 99.5 negative, 99 negative, 98.5 negative, 98 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 95, 97 and faded at 90, 100, 102.
- ATM implied volatility 36.2%