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 $72.39 · up 0.32% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 70 (below price · 2.39 / 3.30% away); ↯ Surge — live flow 72 (below price · 0.39 / 0.54% away); ‖ call wall — ceiling, sticky 100 (above price · 27.61 / 38.14% away); ‖ put wall — floor, slippery 70 (below price · 2.39 / 3.30% away); ⚡ gamma flip 73.04 (above price · 0.65 / 0.90% away); ↘ Reversal 100 (above price · 27.61 / 38.14% away)
- Expected move today ±2.14 · pre-open reference
- Strikes nearest the money (high to low): 74 positive, 73 positive, 72.5 negative, 72 negative, 71 negative, 70 negative
- Event pricing: the options market prices an unusually large move into 2026-10-23 (±$9.21 by that date, about 2.2x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 33.0%