HYG gamma levels.
Where HYG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- HYG $79.74 · down 0.16% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 79 (below price · 0.74 / 0.93% away); ↯ Surge — live flow 79.5 (below price · 0.24 / 0.30% away); ‖ call wall — ceiling, sticky 81 (above price · 1.26 / 1.58% away); ‖ put wall — floor, slippery 79 (below price · 0.74 / 0.93% away); ⚡ gamma flip 81.29 (above price · 1.55 / 1.94% away); ↘ Reversal 81 (above price · 1.26 / 1.58% away)
- Expected move today ±0.19
- Strikes nearest the money (high to low): 81 sticky, 80.5 sticky, 80 sticky, 79.5 slippery, 79 slippery, 78.5 slippery
- Since yesterday's close, positioning grew at 79 and faded at 79.5, 80.
- Event pricing: the options market prices an unusually large move into 2026-09-25 (±$1.24 by that date, about 1.9x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 11.1%