TNDM gamma levels.
Where TNDM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- TNDM $21.43 · up 0.14% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 25 (above price · 3.57 / 16.66% away); ↯ Surge — live flow 22 (above price · 0.57 / 2.66% away); ‖ call wall — ceiling, sticky 25 (above price · 3.57 / 16.66% away); ‖ put wall — floor, slippery 11 (below price · 10.43 / 48.67% away); ↘ Reversal 11 (below price · 10.43 / 48.67% away)
- Expected move today ±3.36
- Strikes nearest the money (high to low): 24 sticky, 23 sticky, 22 sticky, 21 sticky, 20 sticky, 19 sticky
- Since yesterday's close, positioning grew at 19, 22 and faded at 20.
- ATM implied volatility 61.6%