RMBS gamma levels.

Where RMBS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.

• RMBS $91.24 · down 0.99% on the day · negative gamma overall (slippery: moves tend to extend)
• Levels: ★ Volt — biggest level 80 (below price · 11.24 / 12.32% away); ↯ Surge — live flow 85 (below price · 6.24 / 6.84% away); ‖ call wall — ceiling, sticky 115 (above price · 23.76 / 26.04% away); ‖ put wall — floor, slippery 80 (below price · 11.24 / 12.32% away); ⚡ gamma flip 91.52 (above price · 0.28 / 0.31% away); ↘ Reversal 115 (above price · 23.76 / 26.04% away)
• Expected move today ±3.34
• Strikes nearest the money (high to low): 97.5 sticky, 95 slippery, 92.5 slippery, 90 sticky, 87.5 slippery, 85 slippery
• Since yesterday's close, positioning grew at 95 and faded at 85, 90, 100.
• ATM implied volatility 68.7%