TSN gamma levels.
Where TSN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- TSN $53.57 · up 0.26% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 50 (below price · 3.57 / 6.66% away); ↯ Surge, live flow 55 (above price · 1.43 / 2.67% away); ‖ call wall — ceiling, sticky 55 (above price · 1.43 / 2.67% away); ‖ put wall — floor, slippery 50 (below price · 3.57 / 6.66% away); ⚡ gamma flip 53.23 (below price · 0.34 / 0.63% away); ↘ Reversal 55 (above price · 1.43 / 2.67% away)
- Expected move today ±2.13
- Strikes nearest the money (high to low): 60 positive, 57.5 positive, 55 positive, 52.5 positive, 50 negative, 47.5 negative
- Since yesterday's close, positioning grew at 55 and faded at 50.
- ATM implied volatility 34.2%