ROOT gamma levels.
Where ROOT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ROOT $47.42 · up 2.51% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 55 (above price · 7.58 / 15.98% away); ↯ Surge, live flow 45 (below price · 2.42 / 5.10% away); ‖ call wall — ceiling, sticky 55 (above price · 7.58 / 15.98% away); ‖ put wall — floor, slippery 40 (below price · 7.42 / 15.65% away); ⚡ gamma flip 44.09 (below price · 3.33 / 7.02% away); ↘ Reversal 40 (below price · 7.42 / 15.65% away)
- Expected move today ±5.08
- Strikes nearest the money (high to low): 60 positive, 55 positive, 50 negative, 45 negative, 40 negative, 35 negative
- Since yesterday's close, positioning grew at 50, 55, 70 and faded at 40.
- ATM implied volatility 58.8%