NVAX gamma levels.
Where NVAX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- NVAX $9.26 · up 2.32% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 10 (above price · 0.74 / 7.99% away); ↯ Surge — live flow 10 (above price · 0.74 / 7.99% away); ‖ call wall — ceiling, sticky 10 (above price · 0.74 / 7.99% away); ‖ put wall — floor, slippery 7.5 (below price · 1.76 / 19.01% away); ↘ Reversal 7.5 (below price · 1.76 / 19.01% away)
- Expected move today ±0.25
- Strikes nearest the money (high to low): 10.5 sticky, 10 sticky, 9.5 slippery, 9 sticky, 8.5 sticky, 8 sticky
- Since yesterday's close, positioning faded at 9, 9.5, 10.
- ATM implied volatility 83.1%