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 $3.67 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 7 (above price · 3.33 / 90.74% away); ↯ Surge — live flow 4 (above price · 0.33 / 8.99% away); ‖ call wall — ceiling, sticky 7 (above price · 3.33 / 90.74% away); ‖ put wall — floor, slippery 3 (below price · 0.67 / 18.26% away); ⚡ gamma flip 3.55 (below price · 0.12 / 3.27% away); ↘ Reversal 3 (below price · 0.67 / 18.26% away)
- Expected move today ±0.12 · pre-open reference
- Strikes nearest the money (high to low): 5 positive, 4.5 positive, 4 positive, 3.5 negative, 3 negative, 2.5 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 and faded at 4.
- ATM implied volatility 39.8%