IONS gamma levels.
Where IONS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- IONS $43.50 · down 0.09% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 40 (below price · 3.50 / 8.05% away); ↯ Surge, live flow 50 (above price · 6.50 / 14.94% away); ‖ call wall — ceiling, sticky 50 (above price · 6.50 / 14.94% away); ‖ put wall — floor, slippery 40 (below price · 3.50 / 8.05% away); ⚡ gamma flip 46.95 (above price · 3.45 / 7.93% away); ↘ Reversal 50 (above price · 6.50 / 14.94% away)
- Expected move today ±3.29
- Strikes nearest the money (high to low): 50 positive, 47.5 negative, 45 negative, 42.5 negative, 40 negative, 37.5 negative
- ATM implied volatility 38.0%