IMVT gamma levels.
Where IMVT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- IMVT $29.63 · up 0.71% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 30 (above price · 0.37 / 1.25% away); ↯ Surge, live flow 30 (above price · 0.37 / 1.25% away); ‖ call wall — ceiling, sticky 30 (above price · 0.37 / 1.25% away); ‖ put wall — floor, slippery 27 (below price · 2.63 / 8.88% away)
- Expected move today ±4.71 · pre-open reference
- Strikes nearest the money (high to low): 32 positive, 31 positive, 30 positive, 29 negative, 28 negative, 27 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 30.
- ATM implied volatility 88.7%