RY gamma levels.
Where RY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- RY $207.42 · up 1.29% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 220 (above price · 12.58 / 6.06% away); ↯ Surge, live flow 220 (above price · 12.58 / 6.06% away); ‖ call wall — ceiling, sticky 220 (above price · 12.58 / 6.06% away); ‖ put wall — floor, slippery 195 (below price · 12.42 / 5.99% away); ↘ Reversal 195 (below price · 12.42 / 5.99% away)
- Expected move today ±10.8 · pre-open reference
- Strikes nearest the money (high to low): 220 positive, 210 positive, 200 positive, 195 negative, 190 negative, 185 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 200 and faded at 210.
- ATM implied volatility 24.5%