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 $89.10 · down 0.54% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 86 (below price · 3.10 / 3.48% away); ↯ Surge — live flow 86 (below price · 3.10 / 3.48% away); ‖ call wall — ceiling, sticky 97 (above price · 7.90 / 8.87% away); ‖ put wall — floor, slippery 86 (below price · 3.10 / 3.48% away); ⚡ gamma flip 94.08 (above price · 4.98 / 5.59% away); ↘ Reversal 97 (above price · 7.90 / 8.87% away)
- Expected move today ±3.89 · pre-open reference
- Strikes nearest the money (high to low): 92 negative, 91 negative, 90 negative, 89 positive, 88 negative, 87 negative
- Since yesterday's close, positioning grew at 86 and faded at 90.