TFC gamma levels.
Where TFC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- TFC $46.64 · up 1.15% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 45 (below price · 1.64 / 3.52% away); ↯ Surge, live flow 42.5 (below price · 4.14 / 8.88% away); ‖ call wall — ceiling, sticky 52.5 (above price · 5.86 / 12.56% away); ‖ put wall — floor, slippery 45 (below price · 1.64 / 3.52% away); ⚡ gamma flip 49.14 (above price · 2.50 / 5.36% away); ↘ Reversal 52.5 (above price · 5.86 / 12.56% away)
- Expected move today ±2.54
- Strikes nearest the money (high to low): 52.5 positive, 50 negative, 47.5 negative, 45 negative, 42.5 negative, 40 negative
- Since yesterday's close, positioning grew at 50, 52.5, 55 and faded at 42.5, 45.
- ATM implied volatility 45.3%