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 $17.92 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 20 (above price · 2.08 / 11.61% away); ↯ Surge, live flow 18.5 (above price · 0.58 / 3.24% away); ‖ call wall — ceiling, sticky 20 (above price · 2.08 / 11.61% away); ‖ put wall — floor, slippery 15 (below price · 2.92 / 16.29% away); ⚡ gamma flip 17.76 (below price · 0.16 / 0.89% away); ↘ Reversal 16 (below price · 1.92 / 10.71% away)
- Expected move today ±1.28 · pre-open reference
- Strikes nearest the money (high to low): 19 positive, 18.5 positive, 18 positive, 17.5 negative, 17 negative, 16.5 negative
- Since yesterday's close, positioning grew at 16, 17, 20 and faded at 15, 18, 18.5.
- ATM implied volatility 51.2%