XLU gamma levels.
Where XLU tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- XLU $43.13 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 43 (below price · 0.13 / 0.30% away); ↯ Surge, live flow 44 (above price · 0.87 / 2.02% away); ‖ call wall — sticky, but below price · not a ceiling from here 43 (below price · 0.13 / 0.30% away); ‖ put wall — floor, slippery 40 (below price · 3.13 / 7.26% away); ⚡ gamma flip 39.63 (below price · 3.50 / 8.12% away); ↘ Reversal 40 (below price · 3.13 / 7.26% away)
- Expected move today ±1.24 · pre-open reference
- Strikes nearest the money (high to low): 44.5 positive, 44 positive, 43.5 negative, 43 positive, 42.5 negative, 42 positive
- Since yesterday's close, positioning grew at 42, 43, 43.5 and faded at 29, 44, 45.
- ATM implied volatility 19.7%