NTES gamma levels.
Where NTES tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- NTES $115.61 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 110 (below price · 5.61 / 4.85% away); ↯ Surge — live flow 115 (below price · 0.61 / 0.53% away); ‖ call wall — ceiling, sticky 145 (above price · 29.39 / 25.42% away); ‖ put wall — floor, slippery 110 (below price · 5.61 / 4.85% away); ⚡ gamma flip 118.1 (above price · 2.49 / 2.15% away); ↘ Reversal 135 (above price · 19.39 / 16.77% away)
- Expected move today ±6.24 · pre-open reference
- Strikes nearest the money (high to low): 130 positive, 125 positive, 120 negative, 115 negative, 110 negative, 105 negative
- Since yesterday's close, positioning grew at 110 and faded at 105, 130, 160.
- ATM implied volatility 38.3%