TER gamma levels.
Where TER tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- TER $218.22 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 195 (below price · 23.22 / 10.64% away); ↯ Surge, live flow 210 (below price · 8.22 / 3.76% away); ‖ call wall — ceiling, sticky 227.5 (above price · 9.28 / 4.25% away); ‖ put wall — floor, slippery 195 (below price · 23.22 / 10.64% away); ↘ Reversal 227.5 (above price · 9.28 / 4.25% away)
- Expected move today ±30.3 · pre-open reference
- Strikes nearest the money (high to low): 225 negative, 222.5 positive, 220 negative, 217.5 negative, 215 negative, 212.5 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 150 and faded at 220, 235, 250.
- ATM implied volatility 101.0%