NIO gamma levels.

Where NIO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.

• NIO $3.39 · up 0.00% on the day · negative gamma overall (moves tend to extend)
• Levels: ★ Volt, the biggest level 3 (below price · 0.39 / 11.50% away); ↯ Surge, live flow 3.5 (above price · 0.11 / 3.24% away); ‖ call wall — ceiling, sticky 3.5 (above price · 0.11 / 3.24% away); ‖ put wall — floor, slippery 3 (below price · 0.39 / 11.50% away); ⚡ gamma flip 3.41 (above price · 0.02 / 0.59% away); ↘ Reversal 3.5 (above price · 0.11 / 3.24% away)
• Expected move today ±0.27 · pre-open reference
• Strikes nearest the money (high to low): 4.5 negative, 4 positive, 3.5 positive, 3 negative, 2.5 negative, 2 negative
• 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 3.5, 4, 7 and faded at 2, 2.5, 3.
• ATM implied volatility 54.5%