NOC gamma levels.
Where NOC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- NOC $509.86 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 530 (above price · 20.14 / 3.95% away); ↯ Surge — live flow 510 (above price · 0.14 / 0.03% away); ‖ call wall — ceiling, sticky 520 (above price · 10.14 / 1.99% away); ‖ put wall — slippery, but above price · not a floor from here 530 (above price · 20.14 / 3.95% away); ⚡ gamma flip 543.93 (above price · 34.07 / 6.68% away); ↘ Reversal 520 (above price · 10.14 / 1.99% away)
- Expected move today ±40.2 · pre-open reference
- Strikes nearest the money (high to low): 520 positive, 515 negative, 510 negative, 505 negative, 500 negative, 495 negative
- ATM implied volatility 30.8%