INSW gamma levels.
Where INSW tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- INSW $111.03 · down 0.52% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 110 (below price · 1.03 / 0.93% away); ↯ Surge — live flow 110 (below price · 1.03 / 0.93% away); ‖ call wall — sticky, but below price · not a ceiling from here 110 (below price · 1.03 / 0.93% away); ‖ put wall — floor, slippery 95 (below price · 16.03 / 14.44% away)
- Expected move today ±4.51
- Strikes nearest the money (high to low): 125 positive, 120 positive, 115 positive, 110 positive, 105 positive, 100 positive
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- ATM implied volatility 51.0%