NKE gamma levels.
Where NKE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- NKE $36.14 · up 0.11% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 35 (below price · 1.14 / 3.15% away); ↯ Surge — live flow 35.5 (below price · 0.64 / 1.77% away); ‖ call wall — ceiling, sticky 42.5 (above price · 6.36 / 17.60% away); ‖ put wall — floor, slippery 35 (below price · 1.14 / 3.15% away); ⚡ gamma flip 36.38 (above price · 0.24 / 0.66% away); ↘ Reversal 38 (above price · 1.86 / 5.15% away)
- Expected move today ±1.16 · pre-open reference
- Strikes nearest the money (high to low): 37.5 negative, 37 positive, 36.5 positive, 36 negative, 35.5 negative, 35 negative
- Since yesterday's close, positioning grew at 37, 40.
- Event pricing: the options market prices an unusually large move into 2026-10-02 (±$3.85 by that date, about 1.8x 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 35.1%