NVO gamma levels.
Where NVO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- NVO $40.31 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 35 (below price · 5.31 / 13.17% away); ↯ Surge, live flow 42 (above price · 1.69 / 4.19% away); ‖ call wall — ceiling, sticky 50 (above price · 9.69 / 24.04% away); ‖ put wall — floor, slippery 35 (below price · 5.31 / 13.17% away); ⚡ gamma flip 42.61 (above price · 2.30 / 5.71% away); ↘ Reversal 50 (above price · 9.69 / 24.04% away)
- Expected move today ±1.96 · pre-open reference
- Strikes nearest the money (high to low): 41.5 positive, 41 positive, 40.5 negative, 40 negative, 39.5 negative, 39 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning faded at 40, 40.5, 41.
- ATM implied volatility 34.5%