XLP gamma levels.
Where XLP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- XLP $84.41 · up 1.17% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 78 (below price · 6.41 / 7.59% away); ↯ Surge, live flow 85 (above price · 0.59 / 0.70% away); ‖ call wall — ceiling, sticky 85 (above price · 0.59 / 0.70% away); ‖ put wall — floor, slippery 78 (below price · 6.41 / 7.59% away); ⚡ gamma flip 87.52 (above price · 3.11 / 3.68% away); ↘ Reversal 85 (above price · 0.59 / 0.70% away)
- Expected move today ±1.80
- Strikes nearest the money (high to low): 85.5 positive, 85 positive, 84.5 positive, 84 positive, 83.5 positive, 83 negative
- Since yesterday's close, positioning grew at 85, 86 and faded at 78, 80, 84.
- ATM implied volatility 27.7%