BNY gamma levels.
Where BNY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BNY $163.01 · up 0.15% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 155 (below price · 8.01 / 4.91% away); ↯ Surge — live flow 165 (above price · 1.99 / 1.22% away); ‖ call wall — sticky, but below price · not a ceiling from here 155 (below price · 8.01 / 4.91% away); ‖ put wall — floor, slippery 150 (below price · 13.01 / 7.98% away); ⚡ gamma flip 165.95 (above price · 2.94 / 1.80% away); ↘ Reversal 150 (below price · 13.01 / 7.98% away)
- Expected move today ±5.33 · pre-open reference
- Strikes nearest the money (high to low): 175 positive, 170 positive, 165 positive, 160 positive, 155 positive, 150 negative
- Since yesterday's close, positioning faded at 155.
- ATM implied volatility 23.6%