XLRE gamma levels.
Where XLRE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- XLRE $41.92 · up 0.75% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 42 (above price · 0.08 / 0.19% away); ↯ Surge, live flow 42 (above price · 0.08 / 0.19% away); ‖ call wall — ceiling, sticky 45 (above price · 3.08 / 7.35% away); ‖ put wall — slippery, but above price · not a floor from here 42 (above price · 0.08 / 0.19% away); ⚡ gamma flip 42.76 (above price · 0.84 / 2.00% away); ↘ Reversal 45 (above price · 3.08 / 7.35% away)
- Expected move today ±1.47
- Strikes nearest the money (high to low): 44 negative, 43 positive, 42 negative, 41 negative, 40 negative, 39 negative
- Since yesterday's close, positioning grew at 41, 44, 50 and faded at 35, 40, 45.
- ATM implied volatility 23.0%