TWLO gamma levels.
Where TWLO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- TWLO $282.66 · down 2.35% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 310 (above price · 27.34 / 9.67% away); ↯ Surge, live flow 275 (below price · 7.66 / 2.71% away); ‖ call wall — ceiling, sticky 310 (above price · 27.34 / 9.67% away); ‖ put wall — floor, slippery 270 (below price · 12.66 / 4.48% away); ↘ Reversal 270 (below price · 12.66 / 4.48% away)
- Expected move today ±19.4
- Strikes nearest the money (high to low): 290 negative, 287.5 positive, 285 positive, 282.5 negative, 280 positive, 277.5 positive
- Since yesterday's close, positioning grew at 260, 270, 275 and faded at 290, 305, 310.
- Event pricing: the options market prices an unusually large move into 2026-10-30 (±$56.34 by that date, about 2.4x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 60.0%