IMSR gamma levels.
Where IMSR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- IMSR $2.84 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 2.5 (below price · 0.34 / 11.97% away); ↯ Surge, live flow 2.5 (below price · 0.34 / 11.97% away); ‖ call wall — ceiling, sticky 5 (above price · 2.16 / 76.06% away); ‖ put wall — floor, slippery 2.5 (below price · 0.34 / 11.97% away); ⚡ gamma flip 2.85 (above price · 0.01 / 0.35% away); ↘ Reversal 5 (above price · 2.16 / 76.06% away)
- Expected move today ±0.70 · pre-open reference
- Strikes nearest the money (high to low): 15 positive, 12.5 positive, 10 positive, 7.5 positive, 5 positive, 2.5 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning faded at 2.5, 7.5, 10.
- ATM implied volatility 120.1%