IYR gamma levels.
Where IYR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- IYR $99.00 · up 1.76% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 90 (below price · 9.00 / 9.09% away); ↯ Surge, live flow 99 (above price · 0.00 / 0.00% away); ‖ call wall — ceiling, sticky 99 (above price · 0.00 / 0.00% away); ‖ put wall — floor, slippery 90 (below price · 9.00 / 9.09% away); ↘ Reversal 99 (above price · 0.00 / 0.00% away)
- Expected move today ±4.95 · pre-open reference
- Strikes nearest the money (high to low): 100.5 positive, 100 positive, 99.5 positive, 99 positive, 98.5 positive, 98 positive
- Since yesterday's close, positioning faded at 90, 91, 98.
- ATM implied volatility 84.9%