XLF gamma levels.
Where XLF tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- XLF $54.83 · up 0.05% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 56 (above price · 1.17 / 2.13% away); ↯ Surge — live flow 56 (above price · 1.17 / 2.13% away); ‖ call wall — ceiling, sticky 60 (above price · 5.17 / 9.43% away); ‖ put wall — slippery, but above price · not a floor from here 56 (above price · 1.17 / 2.13% away); ⚡ gamma flip 57.2 (above price · 2.37 / 4.32% away); ↘ Reversal 60 (above price · 5.17 / 9.43% away)
- Expected move today ±0.96
- Strikes nearest the money (high to low): 56 negative, 55.5 negative, 55 negative, 54.5 negative, 54 negative, 53.5 negative
- Since yesterday's close, positioning grew at 54.5, 55.5 and faded at 56.
- ATM implied volatility 24.5%