ROIV gamma levels.
Where ROIV tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ROIV $37.52 · up 1.10% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 39 (above price · 1.48 / 3.94% away); ↯ Surge, live flow 37 (below price · 0.52 / 1.39% away); ‖ call wall — ceiling, sticky 39 (above price · 1.48 / 3.94% away); ‖ put wall — floor, slippery 32 (below price · 5.52 / 14.71% away); ↘ Reversal 32 (below price · 5.52 / 14.71% away)
- Expected move today ±6.25 · pre-open reference
- Strikes nearest the money (high to low): 40 positive, 39 positive, 38 negative, 37 positive, 36 positive, 35 negative
- ATM implied volatility 64.1%