NDAQ gamma levels.
Where NDAQ tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- NDAQ $98.22 · up 0.69% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 95 (below price · 3.22 / 3.28% away); ↯ Surge — live flow 90 (below price · 8.22 / 8.37% away); ‖ call wall — ceiling, sticky 95 (below price · 3.22 / 3.28% away); ‖ put wall — floor, slippery 90 (below price · 8.22 / 8.37% away); ⚡ gamma flip 89.3 (below price · 8.92 / 9.08% away); ↘ Reversal 94 (below price · 4.22 / 4.30% away)
- Expected move today ±1.75
- Strikes nearest the money (high to low): 100 sticky, 99 sticky, 98 sticky, 97.5 sticky, 97 sticky, 96 sticky
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning faded at 90, 96, 100.
- ATM implied volatility 26.0%