NAVN gamma levels.
Where NAVN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- NAVN $28.50 · down 6.80% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 35 (above price · 6.50 / 22.81% away); ↯ Surge — live flow 35 (above price · 6.50 / 22.81% away); ‖ call wall — ceiling, sticky 35 (above price · 6.50 / 22.81% away); ‖ put wall — floor, slippery 7.5 (below price · 21.00 / 73.68% away)
- Expected move today ±6.06
- Strikes nearest the money (high to low): 35 sticky, 30 sticky, 25 sticky, 22.5 sticky, 20 sticky, 17.5 slippery
- Since yesterday's close, positioning grew at 20 and faded at 35, 40.
- ATM implied volatility 94.0%