NVS gamma levels.
Where NVS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- NVS $142.41 · down 0.99% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 140 (below price · 2.41 / 1.69% away); ↯ Surge, live flow 145 (above price · 2.59 / 1.82% away); ‖ call wall — ceiling, sticky 145 (above price · 2.59 / 1.82% away); ‖ put wall — floor, slippery 140 (below price · 2.41 / 1.69% away)
- Expected move today ±4.48 · pre-open reference
- Strikes nearest the money (high to low): 155 negative, 150 negative, 145 positive, 140 negative, 135 negative, 130 negative
- ATM implied volatility 24.0%