REXR gamma levels.
Where REXR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- REXR $38.71 · up 6.70% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 40 (above price · 1.29 / 3.33% away); ↯ Surge, live flow 35 (below price · 3.71 / 9.58% away); ‖ call wall — ceiling, sticky 40 (above price · 1.29 / 3.33% away); ‖ put wall — floor, slippery 30 (below price · 8.71 / 22.50% away); ⚡ gamma flip 37.51 (below price · 1.20 / 3.10% away); ↘ Reversal 30 (below price · 8.71 / 22.50% away)
- Expected move today ±3.80
- Strikes nearest the money (high to low): 50 positive, 45 positive, 40 positive, 35 negative, 30 negative, 25 negative
- Since yesterday's close, positioning grew at 40, 45 and faded at 25, 30, 35.
- ATM implied volatility 28.6%