NYT gamma levels.
Where NYT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- NYT $64.00 · up 2.07% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 65 (above price · 1.00 / 1.56% away); ↯ Surge, live flow 72.5 (above price · 8.50 / 13.28% away); ‖ call wall — ceiling, sticky 72.5 (above price · 8.50 / 13.28% away); ‖ put wall — slippery, but above price · not a floor from here 65 (above price · 1.00 / 1.56% away); ⚡ gamma flip 70.79 (above price · 6.79 / 10.61% away); ↘ Reversal 72.5 (above price · 8.50 / 13.28% away)
- Expected move today ±3.92
- Strikes nearest the money (high to low): 70 negative, 67.5 negative, 65 negative, 62.5 negative, 60 negative, 57.5 negative
- Since yesterday's close, positioning grew at 65.
- ATM implied volatility 39.2%