NI gamma levels.
Where NI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- NI $39.55 · up 0.30% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 40 (above price · 0.45 / 1.14% away); ↯ Surge, live flow 40 (above price · 0.45 / 1.14% away); ‖ call wall — ceiling, sticky 45 (above price · 5.45 / 13.78% away); ‖ put wall — slippery, but above price · not a floor from here 40 (above price · 0.45 / 1.14% away); ⚡ gamma flip 40.07 (above price · 0.52 / 1.31% away); ↘ Reversal 45 (above price · 5.45 / 13.78% away)
- Expected move today ±1.69
- Strikes nearest the money (high to low): 50 positive, 45 positive, 40 negative, 35 negative, 30 negative, 25 positive
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 45, 50 and faded at 40.
- ATM implied volatility 26.5%