TEVA gamma levels.
Where TEVA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- TEVA $36.44 · down 3.14% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 41 (above price · 4.56 / 12.51% away); ↯ Surge — live flow 36 (below price · 0.44 / 1.21% away); ‖ call wall — ceiling, sticky 41 (above price · 4.56 / 12.51% away); ‖ put wall — floor, slippery 36 (below price · 0.44 / 1.21% away); ↘ Reversal 27 (below price · 9.44 / 25.91% away)
- Expected move today ±0.64
- Strikes nearest the money (high to low): 37.5 slippery, 37 sticky, 36.5 sticky, 36 slippery, 35.5 slippery, 35 sticky
- Since yesterday's close, positioning grew at 36 and faded at 37, 40, 41.
- ATM implied volatility 28.9%