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 $39.80 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 40 (above price · 0.20 / 0.50% away); ↯ Surge — live flow 40 (above price · 0.20 / 0.50% away); ‖ call wall — ceiling, sticky 50 (above price · 10.20 / 25.63% away); ‖ put wall — slippery, but above price · not a floor from here 40 (above price · 0.20 / 0.50% away); ⚡ gamma flip 42.22 (above price · 2.42 / 6.08% away); ↘ Reversal 50 (above price · 10.20 / 25.63% away)
- Expected move today ±1.37 · pre-open reference
- Strikes nearest the money (high to low): 41 negative, 40.5 positive, 40 negative, 39.5 negative, 39 negative, 38.5 negative
- ATM implied volatility 34.3%