TWST gamma levels.
Where TWST tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- TWST $124.01 · down 3.16% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 130 (above price · 5.99 / 4.83% away); ↯ Surge — live flow 125 (above price · 0.99 / 0.80% away); ‖ call wall — sticky, but below price · not a ceiling from here 105 (below price · 19.01 / 15.33% away); ‖ put wall — slippery, but above price · not a floor from here 130 (above price · 5.99 / 4.83% away); ⚡ gamma flip 129.69 (above price · 5.68 / 4.58% away); ↘ Reversal 105 (below price · 19.01 / 15.33% away)
- Expected move today ±13.3 · pre-open reference
- Strikes nearest the money (high to low): 135 positive, 130 negative, 125 negative, 120 negative, 115 negative, 110 negative
- Since yesterday's close, positioning grew at 105, 120, 125 and faded at 140, 145, 150.
- ATM implied volatility 75.0%