NTAP gamma levels.
Where NTAP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- NTAP $239.18 · up 0.86% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 240 (above price · 0.82 / 0.34% away); ↯ Surge, live flow 220 (below price · 19.18 / 8.02% away); ‖ call wall — ceiling, sticky 240 (above price · 0.82 / 0.34% away); ‖ put wall — floor, slippery 200 (below price · 39.18 / 16.38% away); ↘ Reversal 200 (below price · 39.18 / 16.38% away)
- Expected move today ±15.5
- Strikes nearest the money (high to low): 260 positive, 250 positive, 240 positive, 230 positive, 220 positive, 210 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 240, 250, 300 and faded at 210.
- ATM implied volatility 49.7%