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 $149.68 · up 0.73% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 140 (below price · 9.68 / 6.47% away); ↯ Surge, live flow 145 (below price · 4.68 / 3.13% away); ‖ call wall — ceiling, sticky 155 (above price · 5.32 / 3.55% away); ‖ put wall — floor, slippery 140 (below price · 9.68 / 6.47% away); ↘ Reversal 155 (above price · 5.32 / 3.55% away)
- Expected move today ±8.81 · pre-open reference
- Strikes nearest the money (high to low): 160 positive, 155 positive, 150 negative, 145 negative, 140 negative, 135 negative
- Since yesterday's close, positioning grew at 140 and faded at 155.
- ATM implied volatility 33.6%