XEL gamma levels.
Where XEL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- XEL $71.49 · up 0.13% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 65 (below price · 6.49 / 9.08% away); ↯ Surge, live flow 75 (above price · 3.51 / 4.91% away); ‖ call wall — ceiling, sticky 90 (above price · 18.51 / 25.89% away); ‖ put wall — floor, slippery 65 (below price · 6.49 / 9.08% away); ↘ Reversal 90 (above price · 18.51 / 25.89% away)
- Expected move today ±3.85
- Strikes nearest the money (high to low): 85 positive, 80 positive, 75 negative, 70 negative, 65 negative, 60 negative
- ATM implied volatility 26.2%