EXC gamma levels.
Where EXC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- EXC $42.12 · up 0.86% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 43 (above price · 0.88 / 2.09% away); ↯ Surge, live flow 42 (below price · 0.12 / 0.28% away); ‖ call wall — ceiling, sticky 44 (above price · 1.88 / 4.46% away); ‖ put wall — slippery, but above price · not a floor from here 43 (above price · 0.88 / 2.09% away); ⚡ gamma flip 42.93 (above price · 0.81 / 1.92% away); ↘ Reversal 44 (above price · 1.88 / 4.46% away)
- Expected move today ±1.10
- Strikes nearest the money (high to low): 45 positive, 44 positive, 43 negative, 42 negative, 41 positive, 40 negative
- Since yesterday's close, positioning grew at 43.
- ATM implied volatility 20.6%