XE gamma levels.
Where XE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- XE $10.60 · down 0.28% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 15 (above price · 4.40 / 41.51% away); ↯ Surge, live flow 11.5 (above price · 0.90 / 8.49% away); ‖ call wall — ceiling, sticky 20 (above price · 9.40 / 88.68% away); ‖ put wall — slippery, but above price · not a floor from here 15 (above price · 4.40 / 41.51% away); ↘ Reversal 20 (above price · 9.40 / 88.68% away)
- Expected move today ±1.20 · pre-open reference
- Strikes nearest the money (high to low): 12 positive, 11.5 negative, 11 positive, 10.5 positive, 10 negative, 9.5 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- ATM implied volatility 76.4%