TTE gamma levels.
Where TTE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- TTE $94.03 · up 1.24% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 95 (above price · 0.97 / 1.03% away); ↯ Surge, live flow 95 (above price · 0.97 / 1.03% away); ‖ call wall — ceiling, sticky 95 (above price · 0.97 / 1.03% away); ‖ put wall — floor, slippery 87.5 (below price · 6.53 / 6.94% away); ↘ Reversal 87.5 (below price · 6.53 / 6.94% away)
- Expected move today ±5.87 · pre-open reference
- Strikes nearest the money (high to low): 100 positive, 97.5 positive, 95 positive, 92.5 positive, 90 positive, 87.5 negative
- ATM implied volatility 25.1%