INSM gamma levels.
Where INSM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- INSM $118.54 · down 2.35% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 115 (below price · 3.54 / 2.99% away); ↯ Surge — live flow 115 (below price · 3.54 / 2.99% away); ‖ call wall — sticky, but below price · not a ceiling from here 115 (below price · 3.54 / 2.99% away); ‖ put wall — slippery, but above price · not a floor from here 120 (above price · 1.46 / 1.23% away); ↘ Reversal 120 (above price · 1.46 / 1.23% away)
- Expected move today ±8.59
- Strikes nearest the money (high to low): 130 sticky, 125 slippery, 120 slippery, 115 sticky, 110 sticky, 105 sticky
- 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 grew at 80, 115 and faded at 120, 130, 135.
- ATM implied volatility 32.1%