RTX gamma levels.
Where RTX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- RTX $186.66 · up 0.37% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 185 (below price · 1.66 / 0.89% away); ↯ Surge, live flow 185 (below price · 1.66 / 0.89% away); ‖ call wall — ceiling, sticky 200 (above price · 13.34 / 7.15% away); ‖ put wall — floor, slippery 185 (below price · 1.66 / 0.89% away); ⚡ gamma flip 188.84 (above price · 2.18 / 1.17% away); ↘ Reversal 200 (above price · 13.34 / 7.15% away)
- Expected move today ±5.40
- Strikes nearest the money (high to low): 192.5 positive, 190 positive, 187.5 positive, 185 negative, 182.5 negative, 180 negative
- Since yesterday's close, positioning grew at 187.5, 190, 200 and faded at 165, 220.
- ATM implied volatility 25.4%