XSP gamma levels.
Where XSP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- XSP $780.56 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 787 (above price · 6.44 / 0.83% away); ↯ Surge, live flow 782 (above price · 1.44 / 0.18% away); ‖ call wall — ceiling, sticky 787 (above price · 6.44 / 0.83% away); ‖ put wall — floor, slippery 770 (below price · 10.56 / 1.35% away); ⚡ gamma flip 778.07 (below price · 2.49 / 0.32% away); ↘ Reversal 730 (below price · 50.56 / 6.48% away)
- Expected move today ±4.96 · pre-open reference
- Strikes nearest the money (high to low): 783 positive, 782 positive, 781 positive, 780 positive, 779 negative, 778 positive
- ATM implied volatility 14.0%