IVZ gamma levels.
Where IVZ tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- IVZ $29.26 · down 0.85% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 30 (above price · 0.74 / 2.53% away); ↯ Surge, live flow 30 (above price · 0.74 / 2.53% away); ‖ call wall — ceiling, sticky 30 (above price · 0.74 / 2.53% away); ‖ put wall — floor, slippery 28 (below price · 1.26 / 4.31% away); ↘ Reversal 28 (below price · 1.26 / 4.31% away)
- Expected move today ±1.16 · pre-open reference
- Strikes nearest the money (high to low): 32 positive, 31 positive, 30 positive, 29 negative, 28 negative, 27 positive
- ATM implied volatility 39.9%