XRT gamma levels.
Where XRT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- XRT $86.89 · up 0.35% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 85 (below price · 1.89 / 2.18% away); ↯ Surge — live flow 88.5 (above price · 1.61 / 1.85% away); ‖ call wall — ceiling, sticky 90 (above price · 3.11 / 3.58% away); ‖ put wall — floor, slippery 85 (below price · 1.89 / 2.18% away); ↘ Reversal 90 (above price · 3.11 / 3.58% away)
- Expected move today ±0.95
- Strikes nearest the money (high to low): 88 slippery, 87.5 slippery, 87 slippery, 86.5 slippery, 86 slippery, 85.5 slippery
- Since yesterday's close, positioning grew at 85.
- ATM implied volatility 39.6%