NYT gamma levels.
Where NYT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- NYT $65.69 · up 0.60% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 67.5 (above price · 1.81 / 2.76% away); ↯ Surge — live flow 67.5 (above price · 1.81 / 2.76% away); ‖ call wall — ceiling, sticky 67.5 (above price · 1.81 / 2.76% away); ‖ put wall — floor, slippery 65 (below price · 0.69 / 1.05% away); ⚡ gamma flip 63.59 (below price · 2.10 / 3.20% away); ↘ Reversal 65 (below price · 0.69 / 1.05% away)
- Expected move today ±1.83
- Strikes nearest the money (high to low): 75 sticky, 72.5 sticky, 70 slippery, 67.5 sticky, 65 slippery, 60 slippery
- Since yesterday's close, positioning grew at 65, 70, 72.5 and faded at 75, 77.5, 82.5.
- ATM implied volatility 27.5%