TOL gamma levels.
Where TOL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- TOL $132.15 · down 0.74% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 130 (below price · 2.15 / 1.63% away); ↯ Surge, live flow 140 (above price · 7.85 / 5.94% away); ‖ call wall — ceiling, sticky 140 (above price · 7.85 / 5.94% away); ‖ put wall — floor, slippery 130 (below price · 2.15 / 1.63% away); ⚡ gamma flip 134.5 (above price · 2.35 / 1.78% away); ↘ Reversal 140 (above price · 7.85 / 5.94% away)
- Expected move today ±5.92
- Strikes nearest the money (high to low): 145 positive, 140 positive, 135 negative, 130 negative, 125 negative, 120 negative
- Since yesterday's close, positioning grew at 125, 130, 135 and faded at 140, 145, 150.
- ATM implied volatility 38.7%