ILMN gamma levels.
Where ILMN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ILMN $286.01 · down 0.96% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 300 (above price · 13.99 / 4.89% away); ↯ Surge, live flow 340 (above price · 53.99 / 18.88% away); ‖ call wall — ceiling, sticky 350 (above price · 63.99 / 22.37% away); ‖ put wall — slippery, but above price · not a floor from here 300 (above price · 13.99 / 4.89% away); ↘ Reversal 350 (above price · 63.99 / 22.37% away)
- Expected move today ±53.8 · pre-open reference
- Strikes nearest the money (high to low): 310 positive, 300 negative, 290 positive, 280 positive, 270 negative, 260 negative
- Since yesterday's close, positioning grew at 350 and faded at 270.
- ATM implied volatility 74.4%