IR gamma levels.
Where IR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- IR $80.51 · up 1.49% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 95 (above price · 14.49 / 18.00% away); ↯ Surge — live flow 100 (above price · 19.49 / 24.21% away); ‖ call wall — ceiling, sticky 95 (above price · 14.49 / 18.00% away); ‖ put wall — floor, slippery 75 (below price · 5.51 / 6.84% away); ↘ Reversal 75 (below price · 5.51 / 6.84% away)
- Expected move today ±2.88
- Strikes nearest the money (high to low): 95 sticky, 90 sticky, 85 sticky, 80 slippery, 75 slippery, 70 slippery
- Since yesterday's close, positioning faded at 75.
- ATM implied volatility 30.3%