INCY gamma levels.
Where INCY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- INCY $115.82 · down 0.90% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 110 (below price · 5.82 / 5.03% away); ↯ Surge, live flow 115 (below price · 0.82 / 0.71% away); ‖ call wall — ceiling, sticky 130 (above price · 14.18 / 12.24% away); ‖ put wall — floor, slippery 110 (below price · 5.82 / 5.03% away); ⚡ gamma flip 123.52 (above price · 7.70 / 6.65% away); ↘ Reversal 130 (above price · 14.18 / 12.24% away)
- Expected move today ±10.2 · pre-open reference
- Strikes nearest the money (high to low): 130 positive, 125 positive, 120 negative, 115 positive, 110 negative, 105 negative
- Since yesterday's close, positioning grew at 110, 115, 130.
- ATM implied volatility 35.6%