ROP gamma levels.
Where ROP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ROP $367.32 · up 0.89% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 370 (above price · 2.68 / 0.73% away); ↯ Surge, live flow 370 (above price · 2.68 / 0.73% away); ‖ call wall — ceiling, sticky 370 (above price · 2.68 / 0.73% away); ‖ put wall — slippery, but above price · not a floor from here 390 (above price · 22.68 / 6.17% away); ⚡ gamma flip 343.89 (below price · 23.43 / 6.38% away); ↘ Reversal 390 (above price · 22.68 / 6.17% away)
- Expected move today ±10.6
- Strikes nearest the money (high to low): 390 negative, 380 positive, 370 positive, 360 positive, 350 negative, 340 negative
- Since yesterday's close, positioning grew at 370.
- ATM implied volatility 28.2%