NTRS gamma levels.
Where NTRS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- NTRS $189.95 · up 0.83% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 190 (above price · 0.05 / 0.03% away); ↯ Surge — live flow 175 (below price · 14.95 / 7.87% away); ‖ call wall — ceiling, sticky 190 (above price · 0.05 / 0.03% away); ‖ put wall — floor, slippery 160 (below price · 29.95 / 15.77% away)
- Expected move today ±6.71 · pre-open reference
- Strikes nearest the money (high to low): 200 positive, 195 positive, 190 positive, 185 positive, 180 positive, 175 negative
- Since yesterday's close, positioning faded at 190.
- ATM implied volatility 39.2%