ROKU gamma levels.
Where ROKU tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ROKU $152.81 · down 0.03% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 160 (above price · 7.19 / 4.71% away); ↯ Surge, live flow 155 (above price · 2.19 / 1.43% away); ‖ call wall — ceiling, sticky 160 (above price · 7.19 / 4.71% away); ‖ put wall — floor, slippery 130 (below price · 22.81 / 14.93% away); ⚡ gamma flip 145.82 (below price · 6.99 / 4.57% away); ↘ Reversal 130 (below price · 22.81 / 14.93% away)
- Expected move today ±4.20
- Strikes nearest the money (high to low): 157.5 positive, 155 positive, 152.5 negative, 150 positive, 149 positive, 148 negative
- Since yesterday's close, positioning grew at 155 and faded at 140, 160.
- ATM implied volatility 15.0%