LEGN gamma levels.
Where LEGN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- LEGN $18.66 · down 0.59% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 22.5 (above price · 3.84 / 20.58% away); ↯ Surge — live flow 20 (above price · 1.34 / 7.18% away); ‖ call wall — ceiling, sticky 22.5 (above price · 3.84 / 20.58% away); ‖ put wall — floor, slippery 17.5 (below price · 1.16 / 6.22% away); ↘ Reversal 17.5 (below price · 1.16 / 6.22% away)
- Expected move today ±2.60 · pre-open reference
- Strikes nearest the money (high to low): 25 positive, 22.5 positive, 20 positive, 17.5 negative, 15 positive, 12.5 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 20.
- ATM implied volatility 83.5%