ROP gamma levels.
Where ROP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- ROP $426.20 · up 0.83% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 410 (below price · 16.20 / 3.80% away); ↯ Surge — live flow 420 (below price · 6.20 / 1.45% away); ‖ call wall — sticky, but below price · not a ceiling from here 410 (below price · 16.20 / 3.80% away); ‖ put wall — floor, slippery 390 (below price · 36.20 / 8.49% away); ↘ Reversal 390 (below price · 36.20 / 8.49% away)
- Expected move today ±28.3
- Strikes nearest the money (high to low): 450 sticky, 440 sticky, 430 sticky, 420 sticky, 410 sticky, 400 sticky
- Since yesterday's close, positioning grew at 420 and faded at 410.
- ATM implied volatility 24.5%