TAP gamma levels.
Where TAP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- TAP $39.57 · up 1.59% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 40 (above price · 0.43 / 1.09% away); ↯ Surge — live flow 40 (above price · 0.43 / 1.09% away); ‖ call wall — ceiling, sticky 42.5 (above price · 2.93 / 7.40% away); ‖ put wall — slippery, but above price · not a floor from here 40 (above price · 0.43 / 1.09% away); ⚡ gamma flip 40.94 (above price · 1.37 / 3.46% away); ↘ Reversal 42.5 (above price · 2.93 / 7.40% away)
- Expected move today ±2.01 · pre-open reference
- Strikes nearest the money (high to low): 45 positive, 42.5 positive, 40 negative, 37.5 negative, 35 negative, 32.5 negative
- Since yesterday's close, positioning grew at 42.5 and faded at 37.5.
- ATM implied volatility 44.3%