RUN gamma levels.
Where RUN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- RUN $8.78 · down 3.09% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 11 (above price · 2.22 / 25.28% away); ↯ Surge — live flow 8.5 (below price · 0.28 / 3.19% away); ‖ call wall — ceiling, sticky 11 (above price · 2.22 / 25.28% away); ‖ put wall — slippery, but above price · not a floor from here 9 (above price · 0.22 / 2.51% away); ↘ Reversal 9 (above price · 0.22 / 2.51% away)
- Expected move today ±0.14
- Strikes nearest the money (high to low): 10 sticky, 9.5 sticky, 9 slippery, 8.5 slippery, 8 slippery, 7.5 slippery
- 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 5, 15, 21 and faded at 9, 11, 18.
- ATM implied volatility 52.8%