TRV gamma levels.
Where TRV tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- TRV $371.68 · up 0.79% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 380 (above price · 8.32 / 2.24% away); ↯ Surge, live flow 370 (below price · 1.68 / 0.45% away); ‖ call wall — ceiling, sticky 380 (above price · 8.32 / 2.24% away); ‖ put wall — floor, slippery 360 (below price · 11.68 / 3.14% away); ↘ Reversal 360 (below price · 11.68 / 3.14% away)
- Expected move today ±16.5
- Strikes nearest the money (high to low): 400 positive, 390 positive, 380 positive, 370 positive, 360 negative, 350 positive
- 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 360, 380, 390 and faded at 340.
- ATM implied volatility 41.9%