NEE gamma levels.
Where NEE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- NEE $79.46 · up 0.25% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 75 (below price · 4.46 / 5.61% away); ↯ Surge — live flow 80 (above price · 0.54 / 0.68% away); ‖ call wall — ceiling, sticky 85 (above price · 5.54 / 6.97% away); ‖ put wall — floor, slippery 75 (below price · 4.46 / 5.61% away); ⚡ gamma flip 81.75 (above price · 2.29 / 2.88% away); ↘ Reversal 85 (above price · 5.54 / 6.97% away)
- Expected move today ±1.72 · pre-open reference
- Strikes nearest the money (high to low): 81 negative, 80 negative, 79 negative, 78 negative, 77.5 negative, 77 negative
- Since yesterday's close, positioning faded at 75.
- ATM implied volatility 21.5%