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 $55.53 · up 1.63% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 50 (below price · 5.53 / 9.96% away); ↯ Surge, live flow 55 (below price · 0.53 / 0.95% away); ‖ call wall — sticky, but below price · not a ceiling from here 55 (below price · 0.53 / 0.95% away); ‖ put wall — floor, slippery 50 (below price · 5.53 / 9.96% away); ↘ Reversal 55 (below price · 0.53 / 0.95% away)
- Expected move today ±3.52 · pre-open reference
- Strikes nearest the money (high to low): 58 positive, 57 positive, 56 positive, 55 positive, 54 negative, 53 positive
- ATM implied volatility 25.3%