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 $121.42 · down 0.49% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 110 (below price · 11.42 / 9.41% away); ↯ Surge — live flow 120 (below price · 1.42 / 1.17% away); ‖ call wall — ceiling, sticky 125 (above price · 3.58 / 2.95% away); ‖ put wall — floor, slippery 110 (below price · 11.42 / 9.41% away); ⚡ gamma flip 123.69 (above price · 2.27 / 1.87% away); ↘ Reversal 125 (above price · 3.58 / 2.95% away)
- Expected move today ±6.14 · pre-open reference
- Strikes nearest the money (high to low): 135 positive, 130 positive, 125 positive, 120 negative, 115 positive, 110 negative
- Since yesterday's close, positioning grew at 125, 130 and faded at 100, 110.
- ATM implied volatility 42.6%