ISRG gamma levels.
Where ISRG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- ISRG $372.60 · up 1.51% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 350 (below price · 22.60 / 6.07% away); ↯ Surge — live flow 372.5 (below price · 0.10 / 0.03% away); ‖ call wall — ceiling, sticky 400 (above price · 27.40 / 7.35% away); ‖ put wall — floor, slippery 350 (below price · 22.60 / 6.07% away); ⚡ gamma flip 383.92 (above price · 11.32 / 3.04% away); ↘ Reversal 400 (above price · 27.40 / 7.35% away)
- Expected move today ±3.73
- Strikes nearest the money (high to low): 380 slippery, 377.5 sticky, 375 slippery, 372.5 sticky, 370 slippery, 367.5 slippery
- Since yesterday's close, positioning grew at 370, 377.5 and faded at 350, 360, 367.5.
- ATM implied volatility 30.4%