RVTY gamma levels.
Where RVTY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- RVTY $158.77 · up 0.94% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 170 (above price · 11.23 / 7.07% away); ↯ Surge, live flow 180 (above price · 21.23 / 13.37% away); ‖ call wall — ceiling, sticky 170 (above price · 11.23 / 7.07% away); ‖ put wall — floor, slippery 135 (below price · 23.77 / 14.97% away); ↘ Reversal 135 (below price · 23.77 / 14.97% away)
- Expected move today ±24.6
- Strikes nearest the money (high to low): 170 positive, 165 positive, 160 positive, 155 positive, 150 positive, 145 negative
- ATM implied volatility 56.8%