IWM gamma levels.
Where IWM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- IWM $285.58 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 280 (below price · 5.58 / 1.95% away); ↯ Surge — live flow 288 (above price · 2.42 / 0.85% away); ‖ call wall — ceiling, sticky 300 (above price · 14.42 / 5.05% away); ‖ put wall — floor, slippery 280 (below price · 5.58 / 1.95% away); ⚡ gamma flip 295.12 (above price · 9.54 / 3.34% away); ↘ Reversal 300 (above price · 14.42 / 5.05% away)
- Expected move today ±2.76 · pre-open reference
- Strikes nearest the money (high to low): 288 negative, 287.5 positive, 287 positive, 286 negative, 285 negative, 284 negative
- Since yesterday's close, positioning grew at 280, 285, 290 and faded at 292, 293.
- ATM implied volatility 16.5%