TPR gamma levels.
Where TPR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- TPR $117.66 · down 0.21% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 110 (below price · 7.66 / 6.51% away); ↯ Surge — live flow 120 (above price · 2.34 / 1.99% away); ‖ call wall — sticky, but below price · not a ceiling from here 117 (below price · 0.66 / 0.56% away); ‖ put wall — floor, slippery 110 (below price · 7.66 / 6.51% away); ⚡ gamma flip 122.3 (above price · 4.64 / 3.94% away); ↘ Reversal 117 (below price · 0.66 / 0.56% away)
- Expected move today ±5.36 · pre-open reference
- Strikes nearest the money (high to low): 120 negative, 119 negative, 118 negative, 117 positive, 116 positive, 115 negative
- Since yesterday's close, positioning grew at 117, 120 and faded at 110.
- ATM implied volatility 33.4%