ROST gamma levels.
Where ROST tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ROST $225.84 · up 1.54% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 220 (below price · 5.84 / 2.59% away); ↯ Surge, live flow 250 (above price · 24.16 / 10.70% away); ‖ call wall — sticky, but below price · not a ceiling from here 225 (below price · 0.84 / 0.37% away); ‖ put wall — floor, slippery 220 (below price · 5.84 / 2.59% away); ⚡ gamma flip 246.32 (above price · 20.48 / 9.07% away); ↘ Reversal 225 (below price · 0.84 / 0.37% away)
- Expected move today ±7.46
- Strikes nearest the money (high to low): 232.5 positive, 230 positive, 227.5 negative, 225 positive, 222.5 negative, 220 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 225, 235 and faded at 210, 220.
- Event pricing: the options market prices an unusually large move into 2026-11-20 (±$24.38 by that date, about 2x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 28.0%