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 $30732.41 · up 0.82% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 30875 (above price · 142.59 / 0.46% away); ↯ Surge — live flow 30875 (above price · 142.59 / 0.46% away); ‖ call wall — ceiling, sticky 30875 (above price · 142.59 / 0.46% away); ‖ put wall — floor, slippery 29500 (below price · 1232.41 / 4.01% away); ↘ Reversal 29500 (below price · 1232.41 / 4.01% away)
- Expected move today ±236.1 · pre-open reference
- Strikes nearest the money (high to low): 30800 positive, 30775 positive, 30750 positive, 30725 positive, 30700 positive, 30675 positive
- Since yesterday's close, positioning grew at 30875, 30975, 31000 and faded at 29500, 30200, 30300.
- ATM implied volatility 14.7%