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 $448.89 · up 1.14% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 450 (above price · 1.11 / 0.25% away); ↯ Surge, live flow 420 (below price · 28.89 / 6.44% away); ‖ call wall — ceiling, sticky 450 (above price · 1.11 / 0.25% away); ‖ put wall — floor, slippery 420 (below price · 28.89 / 6.44% away); ⚡ gamma flip 403.19 (below price · 45.70 / 10.18% away); ↘ Reversal 420 (below price · 28.89 / 6.44% away)
- Expected move today ±53.1 · pre-open reference
- Strikes nearest the money (high to low): 470 positive, 460 positive, 450 positive, 440 positive, 430 negative, 420 negative
- ATM implied volatility 48.0%