TWLO gamma levels.
Where TWLO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- TWLO $237.78 · down 1.48% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 250 (above price · 12.22 / 5.14% away); ↯ Surge — live flow 255 (above price · 17.22 / 7.24% away); ‖ call wall — ceiling, sticky 250 (above price · 12.22 / 5.14% away); ‖ put wall — floor, slippery 220 (below price · 17.78 / 7.48% away); ↘ Reversal 220 (below price · 17.78 / 7.48% away)
- Expected move today ±3.13
- Strikes nearest the money (high to low): 250 sticky, 245 sticky, 240 sticky, 235 slippery, 230 sticky, 225 sticky
- Since yesterday's close, positioning grew at 220 and faded at 240, 250, 255.
- ATM implied volatility 46.5%