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 $173.60 · up 0.99% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 160 (below price · 13.60 / 7.83% away); ↯ Surge, live flow 170 (below price · 3.60 / 2.07% away); ‖ call wall — ceiling, sticky 185 (above price · 11.40 / 6.57% away); ‖ put wall — floor, slippery 160 (below price · 13.60 / 7.83% away); ↘ Reversal 185 (above price · 11.40 / 6.57% away)
- Expected move today ±11.5 · pre-open reference
- Strikes nearest the money (high to low): 185 positive, 180 positive, 175 positive, 170 positive, 165 positive, 160 negative
- Since yesterday's close, positioning grew at 190 and faded at 160, 165, 195.
- ATM implied volatility 50.6%