TSN gamma levels.
Where TSN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- TSN $55.40 · up 0.09% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 55 (below price · 0.40 / 0.72% away); ↯ Surge — live flow 55 (below price · 0.40 / 0.72% away); ‖ call wall — ceiling, sticky 60 (above price · 4.60 / 8.30% away); ‖ put wall — floor, slippery 55 (below price · 0.40 / 0.72% away); ⚡ gamma flip 57.54 (above price · 2.14 / 3.86% away); ↘ Reversal 60 (above price · 4.60 / 8.30% away)
- Expected move today ±2.63
- Strikes nearest the money (high to low): 62.5 sticky, 60 sticky, 57.5 slippery, 55 slippery, 52.5 slippery, 50 slippery
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 55 and faded at 70.
- ATM implied volatility 24.0%