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 $111.80 · down 0.58% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 100 (below price · 11.80 / 10.55% away); ↯ Surge, live flow 115 (above price · 3.20 / 2.86% away); ‖ call wall — ceiling, sticky 125 (above price · 13.20 / 11.81% away); ‖ put wall — floor, slippery 100 (below price · 11.80 / 10.55% away); ⚡ gamma flip 120.3 (above price · 8.50 / 7.60% away); ↘ Reversal 125 (above price · 13.20 / 11.81% away)
- Expected move today ±11.5 · pre-open reference
- Strikes nearest the money (high to low): 125 positive, 120 negative, 115 negative, 110 negative, 105 negative, 100 negative
- Since yesterday's close, positioning grew at 95, 100 and faded at 115.
- ATM implied volatility 41.5%