IRM gamma levels.
Where IRM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- IRM $122.02 · down 0.75% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 115 (below price · 7.02 / 5.75% away); ↯ Surge — live flow 124 (above price · 1.98 / 1.62% away); ‖ call wall — ceiling, sticky 130 (above price · 7.98 / 6.54% away); ‖ put wall — floor, slippery 115 (below price · 7.02 / 5.75% away); ⚡ gamma flip 123.7 (above price · 1.68 / 1.38% away); ↘ Reversal 130 (above price · 7.98 / 6.54% away)
- Expected move today ±2.60
- Strikes nearest the money (high to low): 125 sticky, 124 sticky, 123 sticky, 122 sticky, 121 sticky, 120 slippery
- Since yesterday's close, positioning faded at 120, 125.
- ATM implied volatility 30.8%