RSP gamma levels.
Where RSP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- RSP $213.19 · up 0.07% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 210 (below price · 3.19 / 1.50% away); ↯ Surge, live flow 200 (below price · 13.19 / 6.19% away); ‖ call wall — ceiling, sticky 215 (above price · 1.81 / 0.85% away); ‖ put wall — floor, slippery 210 (below price · 3.19 / 1.50% away); ⚡ gamma flip 211.5 (below price · 1.69 / 0.79% away); ↘ Reversal 215 (above price · 1.81 / 0.85% away)
- Expected move today ±2.91
- Strikes nearest the money (high to low): 220 positive, 217.5 positive, 215 positive, 212.5 positive, 210 negative, 207.5 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 212.5, 217.5 and faded at 210, 215.
- ATM implied volatility 11.0%