LEN gamma levels.
Where LEN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- LEN $74.65 · down 2.66% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 74 (below price · 0.65 / 0.87% away); ↯ Surge, live flow 77 (above price · 2.35 / 3.15% away); ‖ call wall — ceiling, sticky 82 (above price · 7.35 / 9.85% away); ‖ put wall — floor, slippery 74 (below price · 0.65 / 0.87% away); ⚡ gamma flip 79.03 (above price · 4.38 / 5.87% away); ↘ Reversal 82 (above price · 7.35 / 9.85% away)
- Expected move today ±3.89
- Strikes nearest the money (high to low): 77 positive, 76 positive, 75 negative, 74 negative, 73 negative, 72 negative
- Since yesterday's close, positioning grew at 70, 72, 74 and faded at 79, 82, 84.
- ATM implied volatility 44.1%