TLT gamma levels.
Where TLT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- TLT $80.88 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 81 (above price · 0.12 / 0.15% away); ↯ Surge — live flow 80.5 (below price · 0.38 / 0.47% away); ‖ call wall — ceiling, sticky 83 (above price · 2.12 / 2.62% away); ‖ put wall — slippery, but above price · not a floor from here 81 (above price · 0.12 / 0.15% away); ⚡ gamma flip 81.43 (above price · 0.55 / 0.68% away); ↘ Reversal 83 (above price · 2.12 / 2.62% away)
- Expected move today ±0.59 · pre-open reference
- Strikes nearest the money (high to low): 82 negative, 81.5 positive, 81 negative, 80.5 negative, 80 negative, 79.5 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 81.
- ATM implied volatility 9.1%