NSC gamma levels.
Where NSC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- NSC $319.36 · up 0.49% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 330 (above price · 10.64 / 3.33% away); ↯ Surge, live flow 330 (above price · 10.64 / 3.33% away); ‖ call wall — ceiling, sticky 330 (above price · 10.64 / 3.33% away); ‖ put wall — floor, slippery 280 (below price · 39.36 / 12.32% away); ⚡ gamma flip 307.52 (below price · 11.84 / 3.71% away); ↘ Reversal 280 (below price · 39.36 / 12.32% away)
- Expected move today ±8.55
- Strikes nearest the money (high to low): 340 positive, 330 positive, 320 positive, 310 negative, 300 negative, 290 negative
- 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 320.
- ATM implied volatility 22.4%