IR gamma levels.
Where IR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- IR $78.55 · up 3.26% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 90 (above price · 11.45 / 14.58% away); ↯ Surge, live flow 80 (above price · 1.45 / 1.85% away); ‖ call wall — ceiling, sticky 90 (above price · 11.45 / 14.58% away); ‖ put wall — floor, slippery 75 (below price · 3.55 / 4.52% away); ↘ Reversal 75 (below price · 3.55 / 4.52% away)
- Expected move today ±4.73
- Strikes nearest the money (high to low): 90 positive, 85 positive, 80 positive, 75 negative, 70 negative, 65 negative
- Since yesterday's close, positioning grew at 85, 90, 95.
- ATM implied volatility 31.9%