RSP gamma levels.
Where RSP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- RSP $220.69 · down 0.34% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 215 (below price · 5.69 / 2.58% away); ↯ Surge — live flow 220 (below price · 0.69 / 0.31% away); ‖ call wall — ceiling, sticky 225 (above price · 4.31 / 1.95% away); ‖ put wall — floor, slippery 215 (below price · 5.69 / 2.58% away); ⚡ gamma flip 222.05 (above price · 1.36 / 0.62% away); ↘ Reversal 225 (above price · 4.31 / 1.95% away)
- Expected move today ±0.88
- Strikes nearest the money (high to low): 227.5 sticky, 225 sticky, 222.5 sticky, 220 sticky, 217.5 slippery, 215 slippery
- Since yesterday's close, positioning grew at 215, 220 and faded at 217.5.
- ATM implied volatility 14.5%