XLE gamma levels.
Where XLE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- XLE $61.62 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 59 (below price · 2.62 / 4.25% away); ↯ Surge, live flow 60 (below price · 1.62 / 2.63% away); ‖ call wall — ceiling, sticky 70 (above price · 8.38 / 13.60% away); ‖ put wall — floor, slippery 59 (below price · 2.62 / 4.25% away); ⚡ gamma flip 65.65 (above price · 4.03 / 6.54% away); ↘ Reversal 70 (above price · 8.38 / 13.60% away)
- Expected move today ±1.51 · pre-open reference
- Strikes nearest the money (high to low): 63 negative, 62.5 negative, 62 negative, 61.5 negative, 61 negative, 60.5 negative
- Since yesterday's close, positioning grew at 59, 60, 66 and faded at 62, 62.5, 63.
- ATM implied volatility 30.8%