XLRE gamma levels.
Where XLRE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- XLRE $44.48 · down 0.40% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 45 (above price · 0.52 / 1.17% away); ↯ Surge — live flow 44 (below price · 0.48 / 1.08% away); ‖ call wall — ceiling, sticky 45 (above price · 0.52 / 1.17% away); ‖ put wall — floor, slippery 35 (below price · 9.48 / 21.31% away); ⚡ gamma flip 43.11 (below price · 1.37 / 3.08% away); ↘ Reversal 35 (below price · 9.48 / 21.31% away)
- Expected move today ±1.41
- Strikes nearest the money (high to low): 47 sticky, 46 sticky, 45 sticky, 44 slippery, 43 slippery, 42 slippery
- Since yesterday's close, positioning faded at 45, 46.
- ATM implied volatility 15.0%