XHB gamma levels.
Where XHB tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- XHB $98.78 · up 0.25% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 100 (above price · 1.22 / 1.24% away); ↯ Surge — live flow 95 (below price · 3.78 / 3.83% away); ‖ call wall — ceiling, sticky 101 (above price · 2.22 / 2.25% away); ‖ put wall — slippery, but above price · not a floor from here 100 (above price · 1.22 / 1.24% away); ⚡ gamma flip 102.82 (above price · 4.04 / 4.09% away); ↘ Reversal 101 (above price · 2.22 / 2.25% away)
- Expected move today ±4.29 · pre-open reference
- Strikes nearest the money (high to low): 100 negative, 99 negative, 98.5 negative, 98 negative, 97.5 negative, 97 negative
- Since yesterday's close, positioning grew at 100, 101 and faded at 110, 120.
- ATM implied volatility 40.0%