RJF gamma levels.
Where RJF tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- RJF $158.65 · up 0.17% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 155 (below price · 3.65 / 2.30% away); ↯ Surge, live flow 160 (above price · 1.35 / 0.85% away); ‖ call wall — ceiling, sticky 180 (above price · 21.35 / 13.46% away); ‖ put wall — floor, slippery 155 (below price · 3.65 / 2.30% away); ⚡ gamma flip 156.04 (below price · 2.61 / 1.65% away); ↘ Reversal 180 (above price · 21.35 / 13.46% away)
- Expected move today ±3.89 · pre-open reference
- Strikes nearest the money (high to low): 170 positive, 165 positive, 160 positive, 155 negative, 150 negative, 145 negative
- ATM implied volatility 26.7%