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 $101.01 · up 0.19% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 100 (below price · 1.01 / 1.00% away); ↯ Surge — live flow 99 (below price · 2.01 / 1.99% away); ‖ call wall — ceiling, sticky 106 (above price · 4.99 / 4.94% away); ‖ put wall — floor, slippery 100 (below price · 1.01 / 1.00% away); ⚡ gamma flip 104.15 (above price · 3.14 / 3.11% away); ↘ Reversal 106 (above price · 4.99 / 4.94% away)
- Expected move today ±4.07 · pre-open reference
- Strikes nearest the money (high to low): 102.5 negative, 102 negative, 101.5 negative, 101 negative, 100.5 negative, 100 negative
- Since yesterday's close, positioning grew at 99, 100 and faded at 102.
- ATM implied volatility 37.0%