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 $268.75 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 280 (above price · 11.25 / 4.19% away); ↯ Surge, live flow 300 (above price · 31.25 / 11.63% away); ‖ call wall — ceiling, sticky 330 (above price · 61.25 / 22.79% away); ‖ put wall — slippery, but above price · not a floor from here 280 (above price · 11.25 / 4.19% away); ⚡ gamma flip 285.6 (above price · 16.85 / 6.27% away); ↘ Reversal 290 (above price · 21.25 / 7.91% away)
- Expected move today ±29.8 · pre-open reference
- Strikes nearest the money (high to low): 275 negative, 272.5 positive, 270 negative, 267.5 negative, 265 negative, 262.5 positive
- Since yesterday's close, positioning grew at 290, 295, 330 and faded at 215, 227.5, 242.5.
- ATM implied volatility 80.1%