RIG gamma levels.
Where RIG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- RIG $5.92 · down 1.50% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 7 (above price · 1.08 / 18.24% away); ↯ Surge — live flow 6 (above price · 0.08 / 1.35% away); ‖ call wall — ceiling, sticky 7 (above price · 1.08 / 18.24% away); ‖ put wall — floor, slippery 5.5 (below price · 0.42 / 7.09% away); ⚡ gamma flip 5.52 (below price · 0.40 / 6.76% away); ↘ Reversal 5.5 (below price · 0.42 / 7.09% away)
- Expected move today ±0.41 · pre-open reference
- Strikes nearest the money (high to low): 7 sticky, 6.5 sticky, 6 sticky, 5.5 slippery, 5 slippery, 4.5 slippery
- ATM implied volatility 49.8%