TD gamma levels.
Where TD tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- TD $127.62 · up 0.92% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 130 (above price · 2.38 / 1.86% away); ↯ Surge, live flow 130 (above price · 2.38 / 1.86% away); ‖ call wall — ceiling, sticky 130 (above price · 2.38 / 1.86% away); ‖ put wall — floor, slippery 110 (below price · 17.62 / 13.81% away)
- Expected move today ±5.81 · pre-open reference
- Strikes nearest the money (high to low): 140 positive, 135 positive, 130 positive, 125 positive, 120 negative, 115 positive
- Since yesterday's close, positioning grew at 130.
- ATM implied volatility 22.3%