XLC gamma levels.
Where XLC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- XLC $111.45 · up 0.97% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 110 (below price · 1.45 / 1.30% away); ↯ Surge, live flow 112.5 (above price · 1.05 / 0.94% away); ‖ call wall — ceiling, sticky 118 (above price · 6.55 / 5.88% away); ‖ put wall — floor, slippery 110 (below price · 1.45 / 1.30% away); ⚡ gamma flip 112.86 (above price · 1.41 / 1.27% away); ↘ Reversal 118 (above price · 6.55 / 5.88% away)
- Expected move today ±2.19
- Strikes nearest the money (high to low): 112.5 positive, 112 positive, 111.5 positive, 111 positive, 110.5 positive, 110 negative
- Since yesterday's close, positioning grew at 117, 118, 120 and faded at 105, 106, 107.
- ATM implied volatility 51.8%