EXC gamma levels.
Where EXC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- EXC $43.93 · down 0.07% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 43 (below price · 0.93 / 2.12% away); ↯ Surge — live flow 45 (above price · 1.07 / 2.44% away); ‖ call wall — ceiling, sticky 50 (above price · 6.07 / 13.82% away); ‖ put wall — floor, slippery 43 (below price · 0.93 / 2.12% away); ⚡ gamma flip 42.66 (below price · 1.27 / 2.89% away); ↘ Reversal 46 (above price · 2.07 / 4.71% away)
- Expected move today ±1.87
- Strikes nearest the money (high to low): 46 sticky, 45 sticky, 44 slippery, 43 slippery, 42 slippery, 41 slippery
- Since yesterday's close, positioning grew at 43.
- ATM implied volatility 18.9%