NCLH gamma levels.
Where NCLH tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- NCLH $14.22 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 14 (below price · 0.22 / 1.55% away); ↯ Surge — live flow 15 (above price · 0.78 / 5.49% away); ‖ call wall — ceiling, sticky 25 (above price · 10.78 / 75.81% away); ‖ put wall — floor, slippery 14 (below price · 0.22 / 1.55% away); ↘ Reversal 25 (above price · 10.78 / 75.81% away)
- Expected move today ±0.81 · pre-open reference
- Strikes nearest the money (high to low): 15.5 positive, 15 negative, 14.5 positive, 14 negative, 13.5 negative, 13 negative
- ATM implied volatility 56.0%