NXE gamma levels.
Where NXE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- NXE $10.40 · down 7.06% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 11 (above price · 0.60 / 5.77% away); ↯ Surge — live flow 11 (above price · 0.60 / 5.77% away); ‖ call wall — ceiling, sticky 11 (above price · 0.60 / 5.77% away); ‖ put wall — floor, slippery 9 (below price · 1.40 / 13.46% away); ⚡ gamma flip 9.47 (below price · 0.93 / 8.94% away); ↘ Reversal 9 (below price · 1.40 / 13.46% away)
- Expected move today ±1.44
- Strikes nearest the money (high to low): 13 sticky, 12 sticky, 11 sticky, 10 slippery, 9 slippery, 8 slippery
- Since yesterday's close, positioning grew at 8, 9, 10 and faded at 11, 12, 15.
- ATM implied volatility 52.8%