TEVA gamma levels.
Where TEVA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- TEVA $41.17 · up 0.17% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 40 (below price · 1.17 / 2.84% away); ↯ Surge, live flow 41.5 (above price · 0.33 / 0.80% away); ‖ call wall — sticky, but below price · not a ceiling from here 40 (below price · 1.17 / 2.84% away); ‖ put wall — floor, slippery 37 (below price · 4.17 / 10.13% away); ↘ Reversal 37 (below price · 4.17 / 10.13% away)
- Expected move today ±2.42
- Strikes nearest the money (high to low): 42.5 positive, 42 positive, 41.5 positive, 41 positive, 40.5 positive, 40 positive
- Since yesterday's close, positioning grew at 42.
- ATM implied volatility 44.0%