NAT gamma levels.
Where NAT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- NAT $8.10 · down 0.37% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 8 (below price · 0.10 / 1.23% away); ↯ Surge — live flow 8 (below price · 0.10 / 1.23% away); ‖ call wall — sticky, but below price · not a ceiling from here 8 (below price · 0.10 / 1.23% away); ‖ put wall — floor, slippery 5 (below price · 3.10 / 38.27% away)
- Expected move today ±0.34
- Strikes nearest the money (high to low): 10 positive, 9 positive, 8 positive, 7 positive, 6 negative, 5.5 positive
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- ATM implied volatility 57.6%