ROKU gamma levels.
Where ROKU tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- ROKU $157.68 · up 0.91% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 150 (below price · 7.68 / 4.87% away); ↯ Surge — live flow 160 (above price · 2.32 / 1.47% away); ‖ call wall — sticky, but below price · not a ceiling from here 150 (below price · 7.68 / 4.87% away); ‖ put wall — floor, slippery 140 (below price · 17.68 / 11.21% away); ↘ Reversal 140 (below price · 17.68 / 11.21% away)
- Expected move today ±0.94
- Strikes nearest the money (high to low): 165 sticky, 162.5 sticky, 160 sticky, 157.5 slippery, 155 sticky, 152.5 sticky
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 145, 150 and faded at 140, 157.5.
- ATM implied volatility 14.6%