ROL gamma levels.
Where ROL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ROL $32.07 · up 0.28% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 32.5 (above price · 0.43 / 1.34% away); ↯ Surge, live flow 32.5 (above price · 0.43 / 1.34% away); ‖ call wall — ceiling, sticky 32.5 (above price · 0.43 / 1.34% away); ‖ put wall — floor, slippery 27.5 (below price · 4.57 / 14.25% away); ⚡ gamma flip 29.18 (below price · 2.89 / 9.01% away); ↘ Reversal 27.5 (below price · 4.57 / 14.25% away)
- Expected move today ±1.22 · pre-open reference
- Strikes nearest the money (high to low): 37.5 positive, 35 positive, 32.5 positive, 30 negative, 27.5 negative, 25 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- ATM implied volatility 35.5%