XRT gamma levels.
Where XRT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- XRT $84.15 · up 0.07% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 85 (above price · 0.85 / 1.01% away); ↯ Surge, live flow 84 (below price · 0.15 / 0.18% away); ‖ call wall — ceiling, sticky 87 (above price · 2.85 / 3.39% away); ‖ put wall — slippery, but above price · not a floor from here 85 (above price · 0.85 / 1.01% away); ⚡ gamma flip 85.81 (above price · 1.66 / 1.97% away); ↘ Reversal 87 (above price · 2.85 / 3.39% away)
- Expected move today ±2.59
- Strikes nearest the money (high to low): 85.5 negative, 85 negative, 84.5 positive, 84 positive, 83.5 negative, 83 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 84 and faded at 85, 87.
- Event pricing: the options market prices an unusually large move into 2026-11-20 (±$7.33 by that date, about 2.3x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 46.0%