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 $445.14 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 450 (above price · 4.86 / 1.09% away); ↯ Surge — live flow 450 (above price · 4.86 / 1.09% away); ‖ call wall — ceiling, sticky 450 (above price · 4.86 / 1.09% away); ‖ put wall — floor, slippery 400 (below price · 45.14 / 10.14% away); ⚡ gamma flip 417.83 (below price · 27.31 / 6.14% away); ↘ Reversal 400 (below price · 45.14 / 10.14% away)
- Expected move today ±15.0 · pre-open reference
- Strikes nearest the money (high to low): 452.5 positive, 450 positive, 447.5 positive, 445 positive, 442.5 positive, 440 positive
- Since yesterday's close, positioning grew at 435, 440, 442.5 and faded at 470, 475, 500.
- ATM implied volatility 32.4%