RIO gamma levels.
Where RIO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- RIO $85.40 · down 0.62% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 80 (below price · 5.40 / 6.32% away); ↯ Surge, live flow 90 (above price · 4.60 / 5.39% away); ‖ call wall — ceiling, sticky 105 (above price · 19.60 / 22.95% away); ‖ put wall — floor, slippery 80 (below price · 5.40 / 6.32% away); ⚡ gamma flip 91.72 (above price · 6.32 / 7.40% away); ↘ Reversal 105 (above price · 19.60 / 22.95% away)
- Expected move today ±6.81 · pre-open reference
- Strikes nearest the money (high to low): 92.5 negative, 90 negative, 87.5 negative, 85 negative, 82.5 negative, 80 negative
- ATM implied volatility 31.3%