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 $525.01 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 530 (above price · 4.99 / 0.95% away); ↯ Surge, live flow 505 (below price · 20.01 / 3.81% away); ‖ call wall — ceiling, sticky 560 (above price · 34.99 / 6.66% away); ‖ put wall — slippery, but above price · not a floor from here 530 (above price · 4.99 / 0.95% away); ⚡ gamma flip 532.82 (above price · 7.81 / 1.49% away); ↘ Reversal 560 (above price · 34.99 / 6.66% away)
- Expected move today ±32.9 · pre-open reference
- Strikes nearest the money (high to low): 540 positive, 535 positive, 530 negative, 525 positive, 520 negative, 515 positive
- ATM implied volatility 30.5%