NTLA gamma levels.
Where NTLA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- NTLA $12.58 · down 3.75% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 14 (above price · 1.42 / 11.29% away); ↯ Surge, live flow 13 (above price · 0.42 / 3.34% away); ‖ call wall — ceiling, sticky 14 (above price · 1.42 / 11.29% away); ‖ put wall — floor, slippery 11 (below price · 1.58 / 12.56% away); ↘ Reversal 11 (below price · 1.58 / 12.56% away)
- Expected move today ±1.25
- Strikes nearest the money (high to low): 15 positive, 14 positive, 13 positive, 12.5 positive, 12 negative, 11 negative
- Since yesterday's close, positioning faded at 14, 15, 17.
- ATM implied volatility 91.2%