XBI gamma levels.
Where XBI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- XBI $151.40 · down 1.54% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 150 (below price · 1.40 / 0.92% away); ↯ Surge, live flow 155 (above price · 3.60 / 2.38% away); ‖ call wall — ceiling, sticky 170 (above price · 18.60 / 12.29% away); ‖ put wall — floor, slippery 150 (below price · 1.40 / 0.92% away); ⚡ gamma flip 159.9 (above price · 8.50 / 5.61% away); ↘ Reversal 170 (above price · 18.60 / 12.29% away)
- Expected move today ±5.66
- Strikes nearest the money (high to low): 153 negative, 152.5 positive, 152 negative, 151 negative, 150 negative, 149.5 positive
- Since yesterday's close, positioning grew at 149, 150.
- ATM implied volatility 32.1%