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 $12.03 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 11 (below price · 1.03 / 8.56% away); ↯ Surge, live flow 13 (above price · 0.97 / 8.06% away); ‖ call wall — ceiling, sticky 14 (above price · 1.97 / 16.38% away); ‖ put wall — floor, slippery 11 (below price · 1.03 / 8.56% away); ⚡ gamma flip 12.44 (above price · 0.41 / 3.41% away); ↘ Reversal 15 (above price · 2.97 / 24.69% away)
- Expected move today ±1.11 · pre-open reference
- Strikes nearest the money (high to low): 13.5 negative, 13 negative, 12.5 positive, 12 negative, 11.5 negative, 11 negative
- Since yesterday's close, positioning grew at 13, 14, 15 and faded at 11, 11.5, 12.
- ATM implied volatility 66.1%