RMBS gamma levels.

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

• RMBS $110.35 · down 1.45% on the day · positive gamma overall (moves grind and levels hold)
• Levels: ★ Volt, the biggest level 120 (above price · 9.65 / 8.74% away); ↯ Surge, live flow 110 (below price · 0.35 / 0.32% away); ‖ call wall — ceiling, sticky 120 (above price · 9.65 / 8.74% away); ‖ put wall — floor, slippery 95 (below price · 15.35 / 13.91% away); ↘ Reversal 82.5 (below price · 27.85 / 25.24% away)
• Expected move today ±13.8
• Strikes nearest the money (high to low): 120 positive, 115 positive, 110 positive, 105 positive, 100 positive, 97.5 negative
• Since yesterday's close, positioning grew at 100, 105, 120.
• ATM implied volatility 61.5%