RUT gamma levels.

Where RUT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.

• RUT $2775.91 · down 0.29% on the day · negative gamma overall (moves tend to extend)
• Levels: ★ Volt, the biggest level 2700 (below price · 75.91 / 2.73% away); ↯ Surge, live flow 2800 (above price · 24.09 / 0.87% away); ‖ call wall — ceiling, sticky 2850 (above price · 74.09 / 2.67% away); ‖ put wall — floor, slippery 2700 (below price · 75.91 / 2.73% away); ⚡ gamma flip 2829.69 (above price · 53.78 / 1.94% away); ↘ Reversal 2850 (above price · 74.09 / 2.67% away)
• Expected move today ±28.6 · pre-open reference
• Strikes nearest the money (high to low): 2790 negative, 2785 positive, 2780 negative, 2775 negative, 2770 negative, 2765 positive
• Event pricing: the options market prices an unusually large move into 2026-10-27 (±$44.82 by that date, about 2.1x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
• ATM implied volatility 11.5%