XYZ gamma levels.
Where XYZ tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- XYZ $85.48 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 90 (above price · 4.52 / 5.29% away); ↯ Surge, live flow 88 (above price · 2.52 / 2.95% away); ‖ call wall — ceiling, sticky 90 (above price · 4.52 / 5.29% away); ‖ put wall — floor, slippery 72.5 (below price · 12.98 / 15.18% away); ↘ Reversal 72.5 (below price · 12.98 / 15.18% away)
- Expected move today ±5.35 · pre-open reference
- Strikes nearest the money (high to low): 87.5 positive, 87 positive, 86 positive, 85 positive, 84 positive, 83 positive
- Since yesterday's close, positioning grew at 90 and faded at 79, 83, 84.
- ATM implied volatility 44.6%