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 $4.63 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 10 (above price · 5.37 / 115.98% away); ↯ Surge — live flow 5 (above price · 0.37 / 7.99% away); ‖ call wall — ceiling, sticky 10 (above price · 5.37 / 115.98% away); ‖ put wall — slippery, but above price · not a floor from here 5 (above price · 0.37 / 7.99% away); ↘ Reversal 5 (above price · 0.37 / 7.99% away)
- Expected move today ±1.16 · pre-open reference
- Strikes nearest the money (high to low): 15 positive, 12.5 positive, 10 positive, 7.5 positive, 5 negative, 2.5 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning faded at 10.
- ATM implied volatility 103.1%