NVMI gamma levels.
Where NVMI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- NVMI $340.40 · down 3.57% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 330 (below price · 10.40 / 3.06% away); ↯ Surge, live flow 460 (above price · 119.60 / 35.14% away); ‖ call wall — ceiling, sticky 430 (above price · 89.60 / 26.32% away); ‖ put wall — floor, slippery 330 (below price · 10.40 / 3.06% away); ⚡ gamma flip 343.57 (above price · 3.17 / 0.93% away); ↘ Reversal 430 (above price · 89.60 / 26.32% away)
- Expected move today ±26.1
- Strikes nearest the money (high to low): 370 positive, 360 negative, 350 negative, 340 negative, 330 negative, 320 negative
- Since yesterday's close, positioning grew at 310, 330 and faded at 370, 430, 560.
- ATM implied volatility 64.2%