NRG gamma levels.
Where NRG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- NRG $106.37 · down 1.48% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 140 (above price · 33.63 / 31.62% away); ↯ Surge, live flow 125 (above price · 18.63 / 17.51% away); ‖ call wall — ceiling, sticky 140 (above price · 33.63 / 31.62% away); ‖ put wall — floor, slippery 95 (below price · 11.37 / 10.69% away); ↘ Reversal 95 (below price · 11.37 / 10.69% away)
- Expected move today ±7.30
- Strikes nearest the money (high to low): 109 positive, 108 positive, 107 positive, 106 positive, 105 positive, 104 positive
- 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 110 and faded at 120, 125.
- ATM implied volatility 62.3%