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 $205.51 · down 0.91% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 230 (above price · 24.49 / 11.92% away); ↯ Surge — live flow 210 (above price · 4.49 / 2.18% away); ‖ call wall — ceiling, sticky 230 (above price · 24.49 / 11.92% away); ‖ put wall — floor, slippery 200 (below price · 5.51 / 2.68% away); ↘ Reversal 200 (below price · 5.51 / 2.68% away)
- Expected move today ±13.3 · pre-open reference
- Strikes nearest the money (high to low): 220 positive, 210 negative, 200 negative, 195 negative, 190 negative, 185 negative
- Since yesterday's close, positioning grew at 190, 200 and faded at 230, 240, 250.
- ATM implied volatility 46.5%