ITRI gamma levels.
Where ITRI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ITRI $94.69 · up 2.27% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 100 (above price · 5.31 / 5.61% away); ↯ Surge, live flow 90 (below price · 4.69 / 4.95% away); ‖ call wall — ceiling, sticky 100 (above price · 5.31 / 5.61% away); ‖ put wall — floor, slippery 75 (below price · 19.69 / 20.79% away); ↘ Reversal 75 (below price · 19.69 / 20.79% away)
- Expected move today ±7.37 · pre-open reference
- Strikes nearest the money (high to low): 105 positive, 100 positive, 95 positive, 90 positive, 85 negative, 80 positive
- ATM implied volatility 31.1%