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 $22.52 · down 0.04% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 20 (below price · 2.52 / 11.19% away); ↯ Surge, live flow 22.5 (below price · 0.02 / 0.09% away); ‖ call wall — sticky, but below price · not a ceiling from here 20 (below price · 2.52 / 11.19% away); ‖ put wall — floor, slippery 17.5 (below price · 5.02 / 22.29% away); ↘ Reversal 17.5 (below price · 5.02 / 22.29% away)
- Expected move today ±4.27 · pre-open reference
- Strikes nearest the money (high to low): 30 positive, 27.5 negative, 25 positive, 22.5 positive, 20 positive, 17.5 negative
- Since yesterday's close, positioning grew at 20 and faded at 25.
- ATM implied volatility 76.1%