XLV gamma levels.
Where XLV tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- XLV $170.70 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 175 (above price · 4.30 / 2.52% away); ↯ Surge — live flow 175 (above price · 4.30 / 2.52% away); ‖ call wall — ceiling, sticky 175 (above price · 4.30 / 2.52% away); ‖ put wall — floor, slippery 162 (below price · 8.70 / 5.10% away); ⚡ gamma flip 164.56 (below price · 6.14 / 3.60% away); ↘ Reversal 162 (below price · 8.70 / 5.10% away)
- Expected move today ±7.95 · pre-open reference
- Strikes nearest the money (high to low): 173 positive, 172.5 negative, 172 positive, 171 positive, 170 positive, 169 positive
- Since yesterday's close, positioning faded at 165, 170.
- ATM implied volatility 37.5%