TENB gamma levels.
Where TENB tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- TENB $37.67 · up 0.13% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 38 (above price · 0.33 / 0.88% away); ↯ Surge — live flow 39 (above price · 1.33 / 3.53% away); ‖ call wall — ceiling, sticky 38 (above price · 0.33 / 0.88% away); ‖ put wall — floor, slippery 30 (below price · 7.67 / 20.36% away); ↘ Reversal 30 (below price · 7.67 / 20.36% away)
- Expected move today ±5.33
- Strikes nearest the money (high to low): 40 sticky, 39 sticky, 38 sticky, 37 sticky, 36 sticky, 35 sticky
- Since yesterday's close, positioning faded at 38.
- ATM implied volatility 62.9%