XPO gamma levels.
Where XPO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- XPO $180.52 · down 1.61% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 145 (below price · 35.52 / 19.68% away); ↯ Surge, live flow 170 (below price · 10.52 / 5.83% away); ‖ call wall — ceiling, sticky 220 (above price · 39.48 / 21.87% away); ‖ put wall — floor, slippery 145 (below price · 35.52 / 19.68% away); ↘ Reversal 220 (above price · 39.48 / 21.87% away)
- Expected move today ±9.65
- Strikes nearest the money (high to low): 195 positive, 190 negative, 185 negative, 180 positive, 175 negative, 170 negative
- Since yesterday's close, positioning grew at 180, 185, 190 and faded at 155, 220.
- ATM implied volatility 45.7%