NEM gamma levels.
Where NEM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- NEM $127.98 · down 3.26% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 140 (above price · 12.02 / 9.39% away); ↯ Surge — live flow 130 (above price · 2.02 / 1.58% away); ‖ call wall — ceiling, sticky 140 (above price · 12.02 / 9.39% away); ‖ put wall — floor, slippery 115 (below price · 12.98 / 10.14% away); ↘ Reversal 115 (below price · 12.98 / 10.14% away)
- Expected move today ±1.98
- Strikes nearest the money (high to low): 140 sticky, 135 sticky, 130 sticky, 125 sticky, 120 sticky, 115 slippery
- Since yesterday's close, positioning grew at 120 and faded at 135, 140.
- ATM implied volatility 45.2%