NDAQ gamma levels.
Where NDAQ tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- NDAQ $92.19 · up 2.06% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 110 (above price · 17.81 / 19.32% away); ↯ Surge, live flow 91 (below price · 1.19 / 1.29% away); ‖ call wall — ceiling, sticky 110 (above price · 17.81 / 19.32% away); ‖ put wall — slippery, but above price · not a floor from here 93 (above price · 0.81 / 0.88% away); ↘ Reversal 90 (below price · 2.19 / 2.38% away)
- Expected move today ±3.23
- Strikes nearest the money (high to low): 94 positive, 93 negative, 92.5 positive, 92 positive, 91 negative, 90 negative
- Since yesterday's close, positioning grew at 95, 97, 110.
- ATM implied volatility 27.7%