RF gamma levels.
Where RF tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- RF $28.93 · up 1.90% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 30 (above price · 1.07 / 3.70% away); ↯ Surge, live flow 29 (above price · 0.07 / 0.24% away); ‖ call wall — ceiling, sticky 30 (above price · 1.07 / 3.70% away); ‖ put wall — floor, slippery 25 (below price · 3.93 / 13.58% away); ⚡ gamma flip 27.69 (below price · 1.24 / 4.29% away); ↘ Reversal 25 (below price · 3.93 / 13.58% away)
- Expected move today ±1.73 · pre-open reference
- Strikes nearest the money (high to low): 31 positive, 30 positive, 29 positive, 28 positive, 27 negative, 26 negative
- Since yesterday's close, positioning faded at 25, 28, 30.
- ATM implied volatility 44.6%