NFLX gamma levels.
Where NFLX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- NFLX $63.41 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 60 (below price · 3.41 / 5.38% away); ↯ Surge, live flow 65 (above price · 1.59 / 2.51% away); ‖ call wall — ceiling, sticky 90 (above price · 26.59 / 41.93% away); ‖ put wall — floor, slippery 60 (below price · 3.41 / 5.38% away); ⚡ gamma flip 67.45 (above price · 4.04 / 6.37% away); ↘ Reversal 90 (above price · 26.59 / 41.93% away)
- Expected move today ±3.17 · pre-open reference
- Strikes nearest the money (high to low): 65 negative, 64 positive, 63 negative, 62.5 negative, 62 negative, 61 negative
- Since yesterday's close, positioning grew at 60, 65, 70 and faded at 64, 66, 67.
- ATM implied volatility 35.4%