RBA gamma levels.
Where RBA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- RBA $88.02 · up 4.28% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 85 (below price · 3.02 / 3.43% away); ↯ Surge, live flow 85 (below price · 3.02 / 3.43% away); ‖ call wall — ceiling, sticky 92.5 (above price · 4.48 / 5.09% away); ‖ put wall — floor, slippery 85 (below price · 3.02 / 3.43% away)
- Expected move today ±11.1 · pre-open reference
- Strikes nearest the money (high to low): 95 positive, 92.5 positive, 90 negative, 87.5 positive, 85 negative, 82.5 negative
- Weekly magnet confluence: the next 3 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- ATM implied volatility 49.1%