IVV gamma levels.
Where IVV tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- IVV $781.44 · down 0.07% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 785 (above price · 3.56 / 0.46% away); ↯ Surge, live flow 777.5 (below price · 3.94 / 0.50% away); ‖ call wall — ceiling, sticky 785 (above price · 3.56 / 0.46% away); ‖ put wall — floor, slippery 750 (below price · 31.44 / 4.02% away); ↘ Reversal 750 (below price · 31.44 / 4.02% away)
- Expected move today ±9.65
- Strikes nearest the money (high to low): 790 positive, 785 positive, 782.5 positive, 780 positive, 777.5 positive, 775 positive
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 750, 777.5.
- ATM implied volatility 12.0%