ITB gamma levels.
Where ITB tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ITB $91.53 · up 2.85% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 92 (above price · 0.47 / 0.51% away); ‖ call wall — ceiling, sticky 92 (above price · 0.47 / 0.51% away); ‖ put wall — floor, slippery 69.46 (below price · 22.07 / 24.11% away); ⚡ gamma flip 78.91 (below price · 12.62 / 13.79% away); ↘ Reversal 69.46 (below price · 22.07 / 24.11% away)
- Expected move today ±9.47
- Strikes nearest the money (high to low): 115.46 positive, 112.47 positive, 92.46 positive, 92 positive, 69.46 negative
- ATM implied volatility 355.2%