NET gamma levels.
Where NET tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- NET $350.21 · down 0.42% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 400 (above price · 49.79 / 14.22% away); ↯ Surge — live flow 360 (above price · 9.79 / 2.80% away); ‖ call wall — ceiling, sticky 400 (above price · 49.79 / 14.22% away); ‖ put wall — floor, slippery 270 (below price · 80.21 / 22.90% away); ↘ Reversal 270 (below price · 80.21 / 22.90% away)
- Expected move today ±20.9 · pre-open reference
- Strikes nearest the money (high to low): 357.5 positive, 355 positive, 352.5 positive, 350 positive, 347.5 positive, 345 positive
- Since yesterday's close, positioning faded at 400.
- ATM implied volatility 65.4%