NCNO gamma levels.
Where NCNO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- NCNO $19.54 · down 0.96% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 22.5 (above price · 2.96 / 15.15% away); ↯ Surge, live flow 20 (above price · 0.46 / 2.35% away); ‖ call wall — ceiling, sticky 22.5 (above price · 2.96 / 15.15% away); ‖ put wall — floor, slippery 12.5 (below price · 7.04 / 36.03% away); ↘ Reversal 12.5 (below price · 7.04 / 36.03% away)
- Expected move today ±1.25
- Strikes nearest the money (high to low): 25 positive, 22.5 positive, 20 positive, 17.5 positive, 15 negative, 12.5 negative
- Since yesterday's close, positioning faded at 15, 25.
- ATM implied volatility 111.3%