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 $204.51 · down 0.63% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 220 (above price · 15.49 / 7.57% away); ↯ Surge — live flow 200 (below price · 4.51 / 2.21% away); ‖ call wall — ceiling, sticky 220 (above price · 15.49 / 7.57% away); ‖ put wall — slippery, but above price · not a floor from here 210 (above price · 5.49 / 2.68% away); ⚡ gamma flip 208.1 (above price · 3.59 / 1.76% away); ↘ Reversal 210 (above price · 5.49 / 2.68% away)
- Expected move today ±8.68 · pre-open reference
- Strikes nearest the money (high to low): 220 positive, 210 negative, 200 negative, 195 negative, 190 negative, 185 positive
- Since yesterday's close, positioning grew at 190, 195, 200 and faded at 220, 230, 240.
- ATM implied volatility 26.3%