NRG gamma levels.
Where NRG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- NRG $111.12 · down 2.88% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 165 (above price · 53.88 / 48.49% away); ↯ Surge — live flow 110 (below price · 1.12 / 1.01% away); ‖ call wall — ceiling, sticky 165 (above price · 53.88 / 48.49% away); ‖ put wall — slippery, but above price · not a floor from here 115 (above price · 3.88 / 3.49% away); ↘ Reversal 115 (above price · 3.88 / 3.49% away)
- Expected move today ±1.78
- Strikes nearest the money (high to low): 125 sticky, 120 sticky, 115 slippery, 110 slippery, 105 slippery, 100 slippery
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning faded at 120, 125, 130.
- ATM implied volatility 48.1%