TT gamma levels.
Where TT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- TT $477.55 · up 0.12% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 480 (above price · 2.45 / 0.51% away); ↯ Surge, live flow 480 (above price · 2.45 / 0.51% away); ‖ call wall — ceiling, sticky 480 (above price · 2.45 / 0.51% away); ‖ put wall — slippery, but above price · not a floor from here 510 (above price · 32.45 / 6.80% away); ⚡ gamma flip 444.85 (below price · 32.70 / 6.85% away); ↘ Reversal 510 (above price · 32.45 / 6.80% away)
- Expected move today ±17.2
- Strikes nearest the money (high to low): 500 positive, 490 positive, 480 positive, 470 positive, 460 positive, 450 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 480 and faded at 470, 510, 650.
- ATM implied volatility 32.5%