NVAX gamma levels.

Where NVAX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.

• NVAX $12.66 · down 0.71% on the day · positive gamma overall (moves grind and levels hold)
• Levels: ★ Volt, the biggest level 13 (above price · 0.34 / 2.69% away); ↯ Surge, live flow 11.5 (below price · 1.16 / 9.16% away); ‖ call wall — ceiling, sticky 13 (above price · 0.34 / 2.69% away); ‖ put wall — floor, slippery 11 (below price · 1.66 / 13.11% away); ↘ Reversal 11 (below price · 1.66 / 13.11% away)
• Expected move today ±1.72
• Strikes nearest the money (high to low): 14 positive, 13.5 positive, 13 positive, 12.5 positive, 12 positive, 11.5 positive
• Since yesterday's close, positioning grew at 13.5, 14, 15 and faded at 11.5.
• Event pricing: the options market prices an unusually large move into 2026-11-06 (±$3.56 by that date, about 2.4x 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 89.2%