NDX gamma levels.
Where NDX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- NDX $27094.81 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 27000 (below price · 94.81 / 0.35% away); ↯ Surge, live flow 27350 (above price · 255.19 / 0.94% away); ‖ call wall — ceiling, sticky 28800 (above price · 1705.19 / 6.29% away); ‖ put wall — floor, slippery 27000 (below price · 94.81 / 0.35% away); ↘ Reversal 28800 (above price · 1705.19 / 6.29% away)
- Expected move today ±629.5 · pre-open reference
- Strikes nearest the money (high to low): 27200 negative, 27150 negative, 27100 negative, 27050 positive, 27000 negative, 26950 negative
- Since yesterday's close, positioning grew at 27000, 27250, 28000 and faded at 25500, 26000, 26400.
- ATM implied volatility 25.4%