TSM gamma levels.
Where TSM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- TSM $375.44 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 400 (above price · 24.56 / 6.54% away); ↯ Surge, live flow 400 (above price · 24.56 / 6.54% away); ‖ call wall — ceiling, sticky 500 (above price · 124.56 / 33.18% away); ‖ put wall — slippery, but above price · not a floor from here 400 (above price · 24.56 / 6.54% away); ⚡ gamma flip 406.76 (above price · 31.32 / 8.34% away); ↘ Reversal 500 (above price · 124.56 / 33.18% away)
- Expected move today ±31.3 · pre-open reference
- Strikes nearest the money (high to low): 382.5 negative, 380 negative, 377.5 positive, 375 negative, 372.5 negative, 370 negative
- Since yesterday's close, positioning grew at 440, 450, 500 and faded at 375, 410, 420.
- ATM implied volatility 59.7%