TNDM gamma levels.
Where TNDM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- TNDM $16.46 · up 0.06% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 19 (above price · 2.54 / 15.43% away); ↯ Surge, live flow 18 (above price · 1.54 / 9.36% away); ‖ call wall — ceiling, sticky 19 (above price · 2.54 / 15.43% away); ‖ put wall — floor, slippery 10 (below price · 6.46 / 39.25% away); ↘ Reversal 10 (below price · 6.46 / 39.25% away)
- Expected move today ±1.96 · pre-open reference
- Strikes nearest the money (high to low): 19 positive, 18 positive, 17 negative, 16 positive, 15 negative, 14 negative
- Since yesterday's close, positioning faded at 15, 17.
- ATM implied volatility 124.1%