RRX gamma levels.
Where RRX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- RRX $163.62 · up 1.57% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 160 (below price · 3.62 / 2.21% away); ↯ Surge, live flow 170 (above price · 6.38 / 3.90% away); ‖ call wall — ceiling, sticky 175 (above price · 11.38 / 6.96% away); ‖ put wall — floor, slippery 160 (below price · 3.62 / 2.21% away); ↘ Reversal 175 (above price · 11.38 / 6.96% away)
- Expected move today ±25.7 · pre-open reference
- Strikes nearest the money (high to low): 175 positive, 170 negative, 165 positive, 160 negative, 155 positive, 150 negative
- ATM implied volatility 89.4%