NI gamma levels.
Where NI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- NI $40.62 · down 2.45% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 40 (below price · 0.62 / 1.53% away); ↯ Surge — live flow 40 (below price · 0.62 / 1.53% away); ‖ call wall — ceiling, sticky 50 (above price · 9.38 / 23.09% away); ‖ put wall — floor, slippery 40 (below price · 0.62 / 1.53% away); ⚡ gamma flip 42.68 (above price · 2.06 / 5.07% away); ↘ Reversal 50 (above price · 9.38 / 23.09% away)
- Expected move today ±1.93
- Strikes nearest the money (high to low): 55 sticky, 50 sticky, 45 sticky, 40 slippery, 35 slippery, 30 slippery
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 45 and faded at 40, 50.
- ATM implied volatility 17.6%