ITW gamma levels.
Where ITW tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- ITW $280.10 · down 0.56% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 280 (below price · 0.10 / 0.04% away); ↯ Surge — live flow 290 (above price · 9.90 / 3.53% away); ‖ call wall — sticky, but below price · not a ceiling from here 280 (below price · 0.10 / 0.04% away); ‖ put wall — slippery, but above price · not a floor from here 300 (above price · 19.90 / 7.10% away); ⚡ gamma flip 246.76 (below price · 33.34 / 11.90% away)
- Expected move today ±12.0
- Strikes nearest the money (high to low): 310 sticky, 300 slippery, 290 sticky, 280 sticky, 270 sticky, 260 slippery
- ATM implied volatility 17.5%