ROK gamma levels.
Where ROK tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ROK $418.78 · down 2.39% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 450 (above price · 31.22 / 7.45% away); ↯ Surge — live flow 440 (above price · 21.22 / 5.07% away); ‖ call wall — ceiling, sticky 440 (above price · 21.22 / 5.07% away); ‖ put wall — slippery, but above price · not a floor from here 450 (above price · 31.22 / 7.45% away); ↘ Reversal 440 (above price · 21.22 / 5.07% away)
- Expected move today ±15.3 · pre-open reference
- Strikes nearest the money (high to low): 440 positive, 430 negative, 420 negative, 410 negative, 400 negative, 390 negative
- Since yesterday's close, positioning grew at 440.
- ATM implied volatility 25.9%