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 $398.69 · up 4.49% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 385 (below price · 13.69 / 3.43% away); ↯ Surge — live flow 400 (above price · 1.31 / 0.33% away); ‖ call wall — sticky, but below price · not a ceiling from here 385 (below price · 13.69 / 3.43% away); ‖ put wall — floor, slippery 300 (below price · 98.69 / 24.75% away); ⚡ gamma flip 359.2 (below price · 39.49 / 9.90% away); ↘ Reversal 300 (below price · 98.69 / 24.75% away)
- Expected move today ±24.6 · pre-open reference
- Strikes nearest the money (high to low): 405 positive, 402.5 positive, 400 positive, 397.5 positive, 395 positive, 392.5 positive
- Since yesterday's close, positioning grew at 385.
- ATM implied volatility 67.0%