BNS gamma levels.
Where BNS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BNS $95.41 · up 0.92% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 92.5 (below price · 2.91 / 3.05% away); ↯ Surge, live flow 97.5 (above price · 2.09 / 2.19% away); ‖ call wall — sticky, but below price · not a ceiling from here 92.5 (below price · 2.91 / 3.05% away); ‖ put wall — floor, slippery 72.5 (below price · 22.91 / 24.01% away); ↘ Reversal 72.5 (below price · 22.91 / 24.01% away)
- Expected move today ±4.49 · pre-open reference
- Strikes nearest the money (high to low): 100 positive, 97.5 positive, 95 positive, 92.5 positive, 90 positive, 87.5 negative