ROST gamma levels.
Where ROST tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- ROST $228.55 · down 0.57% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 220 (below price · 8.55 / 3.74% away); ↯ Surge — live flow 225 (below price · 3.55 / 1.55% away); ‖ call wall — ceiling, sticky 260 (above price · 31.45 / 13.76% away); ‖ put wall — floor, slippery 220 (below price · 8.55 / 3.74% away); ↘ Reversal 260 (above price · 31.45 / 13.76% away)
- Expected move today ±1.60
- Strikes nearest the money (high to low): 240 slippery, 235 sticky, 230 slippery, 225 slippery, 220 slippery, 215 slippery
- Since yesterday's close, positioning grew at 220 and faded at 230.
- ATM implied volatility 23.1%