EXEL gamma levels.
Where EXEL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- EXEL $65.66 · down 0.94% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 65 (below price · 0.66 / 1.01% away); ↯ Surge, live flow 50 (below price · 15.66 / 23.85% away); ‖ call wall — sticky, but below price · not a ceiling from here 65 (below price · 0.66 / 1.01% away); ‖ put wall — floor, slippery 50 (below price · 15.66 / 23.85% away); ↘ Reversal 50 (below price · 15.66 / 23.85% away)
- Expected move today ±8.56 · pre-open reference
- Strikes nearest the money (high to low): 75 positive, 72.5 positive, 70 positive, 65 positive, 60 positive, 57.5 negative
- Since yesterday's close, positioning grew at 40, 50, 65 and faded at 70.
- ATM implied volatility 50.6%