EXE gamma levels.
Where EXE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- EXE $96.09 · up 1.46% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 95 (below price · 1.09 / 1.13% away); ↯ Surge — live flow 100 (above price · 3.91 / 4.07% away); ‖ call wall — sticky, but below price · not a ceiling from here 95 (below price · 1.09 / 1.13% away); ‖ put wall — floor, slippery 85 (below price · 11.09 / 11.54% away); ⚡ gamma flip 93.44 (below price · 2.65 / 2.76% away); ↘ Reversal 85 (below price · 11.09 / 11.54% away)
- Expected move today ±3.89 · pre-open reference
- Strikes nearest the money (high to low): 99 negative, 98 negative, 97 positive, 96 negative, 95 positive, 94 positive
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 95, 100 and faded at 80, 85.
- ATM implied volatility 30.6%