RCAT gamma levels.
Where RCAT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- RCAT $4.04 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 7 (above price · 2.96 / 73.27% away); ↯ Surge, live flow 4.5 (above price · 0.46 / 11.39% away); ‖ call wall — ceiling, sticky 7 (above price · 2.96 / 73.27% away); ‖ put wall — floor, slippery 4 (below price · 0.04 / 0.99% away); ↘ Reversal 4 (below price · 0.04 / 0.99% away)
- Expected move today ±0.60 · pre-open reference
- Strikes nearest the money (high to low): 5.5 positive, 5 positive, 4.5 positive, 4 negative, 3.5 negative, 3 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 4, 4.5, 7 and faded at 3, 3.5.
- Event pricing: the options market prices an unusually large move into 2026-12-11 (±$1.74 by that date, about 2x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 108.1%