IHI gamma levels.
Where IHI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- IHI $51.28 · up 0.65% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 52 (above price · 0.72 / 1.40% away); ↯ Surge — live flow 52 (above price · 0.72 / 1.40% away); ‖ call wall — ceiling, sticky 55 (above price · 3.72 / 7.25% away); ‖ put wall — slippery, but above price · not a floor from here 52 (above price · 0.72 / 1.40% away); ↘ Reversal 55 (above price · 3.72 / 7.25% away)
- Expected move today ±1.55 · pre-open reference
- Strikes nearest the money (high to low): 54 negative, 53 positive, 52 negative, 51 positive, 50 negative, 49 positive
- Since yesterday's close, positioning grew at 50 and faded at 52.
- ATM implied volatility 27.8%