NEM gamma levels.
Where NEM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- NEM $117.15 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 115 (below price · 2.15 / 1.84% away); ↯ Surge, live flow 115 (below price · 2.15 / 1.84% away); ‖ call wall — ceiling, sticky 125 (above price · 7.85 / 6.70% away); ‖ put wall — floor, slippery 115 (below price · 2.15 / 1.84% away); ⚡ gamma flip 118.12 (above price · 0.97 / 0.83% away); ↘ Reversal 125 (above price · 7.85 / 6.70% away)
- Expected move today ±4.87 · pre-open reference
- Strikes nearest the money (high to low): 120 positive, 119 positive, 118 positive, 117 positive, 116 negative, 115 negative
- Since yesterday's close, positioning grew at 115.
- ATM implied volatility 39.8%