NU gamma levels.
Where NU tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- NU $14.07 · up 0.07% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 17 (above price · 2.93 / 20.82% away); ↯ Surge — live flow 14 (below price · 0.07 / 0.50% away); ‖ call wall — ceiling, sticky 17 (above price · 2.93 / 20.82% away); ‖ put wall — floor, slippery 12 (below price · 2.07 / 14.71% away); ↘ Reversal 12 (below price · 2.07 / 14.71% away)
- Expected move today ±0.55 · pre-open reference
- Strikes nearest the money (high to low): 15.5 positive, 15 positive, 14.5 positive, 14 negative, 13.5 negative, 13 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 15, 18, 19 and faded at 14, 16.
- Event pricing: the options market prices an unusually large move into 2026-10-30 (±$2.41 by that date, about 1.8x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 41.4%