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 $7.91 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 9 (above price · 1.09 / 13.78% away); ↯ Surge, live flow 8 (above price · 0.09 / 1.14% away); ‖ call wall — ceiling, sticky 9 (above price · 1.09 / 13.78% away); ‖ put wall — slippery, but above price · not a floor from here 8 (above price · 0.09 / 1.14% away); ↘ Reversal 8 (above price · 0.09 / 1.14% away)
- Expected move today ±1.08 · pre-open reference
- Strikes nearest the money (high to low): 10 positive, 9 positive, 8 negative, 7 positive, 6 negative, 5.5 positive
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning faded at 8, 9, 10.
- ATM implied volatility 56.1%