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 $30.01 · down 0.23% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 32 (above price · 1.99 / 6.63% away); ↯ Surge — live flow 33 (above price · 2.99 / 9.96% away); ‖ call wall — ceiling, sticky 32 (above price · 1.99 / 6.63% away); ‖ put wall — floor, slippery 25 (below price · 5.01 / 16.69% away); ⚡ gamma flip 27.09 (below price · 2.92 / 9.73% away); ↘ Reversal 25 (below price · 5.01 / 16.69% away)
- Expected move today ±0.97 · pre-open reference
- Strikes nearest the money (high to low): 33 positive, 32 positive, 31 positive, 30 positive, 29 positive, 28 negative
- Since yesterday's close, positioning grew at 32 and faded at 31.
- ATM implied volatility 43.4%