RH gamma levels.
Where RH tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- RH $116.76 · down 0.20% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 110 (below price · 6.76 / 5.79% away); ↯ Surge, live flow 120 (above price · 3.24 / 2.77% away); ‖ call wall — ceiling, sticky 121 (above price · 4.24 / 3.63% away); ‖ put wall — floor, slippery 110 (below price · 6.76 / 5.79% away); ⚡ gamma flip 126.17 (above price · 9.41 / 8.06% away); ↘ Reversal 121 (above price · 4.24 / 3.63% away)
- Expected move today ±9.27
- Strikes nearest the money (high to low): 119 negative, 118 positive, 117 negative, 116 positive, 115 negative, 114 negative
- Since yesterday's close, positioning grew at 110, 114, 115 and faded at 120.
- ATM implied volatility 53.0%