IVV gamma levels.
Where IVV tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- IVV $773.01 · down 0.22% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 780 (above price · 6.99 / 0.90% away); ↯ Surge — live flow 780 (above price · 6.99 / 0.90% away); ‖ call wall — ceiling, sticky 780 (above price · 6.99 / 0.90% away); ‖ put wall — floor, slippery 762.5 (below price · 10.51 / 1.36% away); ↘ Reversal 762.5 (below price · 10.51 / 1.36% away)
- Expected move today ±3.00
- Strikes nearest the money (high to low): 782.5 sticky, 780 sticky, 777.5 slippery, 775 sticky, 770 sticky, 765 sticky
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 750, 765 and faded at 725, 775, 780.
- ATM implied volatility 9.1%