TSEM gamma levels.
Where TSEM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- TSEM $167.56 · down 0.09% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 170 (above price · 2.44 / 1.46% away); ↯ Surge, live flow 175 (above price · 7.44 / 4.44% away); ‖ call wall — ceiling, sticky 250 (above price · 82.44 / 49.20% away); ‖ put wall — slippery, but above price · not a floor from here 170 (above price · 2.44 / 1.46% away); ↘ Reversal 250 (above price · 82.44 / 49.20% away)
- Expected move today ±21.1 · pre-open reference
- Strikes nearest the money (high to low): 175 negative, 172.5 positive, 170 negative, 167.5 negative, 165 negative, 160 negative
- ATM implied volatility 89.9%