NAVN gamma levels.
Where NAVN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- NAVN $23.56 · down 0.34% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 30 (above price · 6.44 / 27.33% away); ↯ Surge, live flow 25 (above price · 1.44 / 6.11% away); ‖ call wall — ceiling, sticky 30 (above price · 6.44 / 27.33% away); ‖ put wall — floor, slippery 20 (below price · 3.56 / 15.11% away); ↘ Reversal 20 (below price · 3.56 / 15.11% away)
- Expected move today ±2.38
- Strikes nearest the money (high to low): 30 positive, 25 positive, 22.5 positive, 20 negative, 17.5 negative, 15 negative
- 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 25.
- ATM implied volatility 94.7%