GXO gamma levels.
Where GXO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- GXO $46.60 · up 0.09% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 42.5 (below price · 4.10 / 8.80% away); ↯ Surge, live flow 45 (below price · 1.60 / 3.43% away); ‖ call wall — ceiling, sticky 47.5 (above price · 0.90 / 1.93% away); ‖ put wall — floor, slippery 42.5 (below price · 4.10 / 8.80% away); ⚡ gamma flip 42.59 (below price · 4.01 / 8.61% away); ↘ Reversal 47.5 (above price · 0.90 / 1.93% away)
- Expected move today ±2.48
- Strikes nearest the money (high to low): 52.5 positive, 50 positive, 47.5 positive, 45 positive, 42.5 negative, 40 positive
- Since yesterday's close, positioning grew at 42.5, 45, 47.5.
- ATM implied volatility 41.7%