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 $55.55 · down 1.24% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 50 (below price · 5.55 / 9.99% away); ↯ Surge — live flow 50 (below price · 5.55 / 9.99% away); ‖ call wall — ceiling, sticky 60 (above price · 4.45 / 8.01% away); ‖ put wall — floor, slippery 50 (below price · 5.55 / 9.99% away); ⚡ gamma flip 57.7 (above price · 2.15 / 3.87% away); ↘ Reversal 60 (above price · 4.45 / 8.01% away)
- Expected move today ±2.49 · pre-open reference
- Strikes nearest the money (high to low): 60 positive, 55 negative, 50 negative, 49 positive, 48 negative, 47 negative
- Since yesterday's close, positioning faded at 60.
- ATM implied volatility 41.2%