LEU gamma levels.
Where LEU tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- LEU $141.44 · up 1.56% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 150 (above price · 8.56 / 6.05% away); ↯ Surge, live flow 125 (below price · 16.44 / 11.62% away); ‖ call wall — sticky, but below price · not a ceiling from here 140 (below price · 1.44 / 1.02% away); ‖ put wall — slippery, but above price · not a floor from here 150 (above price · 8.56 / 6.05% away); ↘ Reversal 140 (below price · 1.44 / 1.02% away)
- Expected move today ±16.7
- Strikes nearest the money (high to low): 155 negative, 150 negative, 145 negative, 140 positive, 135 positive, 130 negative
- Since yesterday's close, positioning faded at 135, 145, 150.
- ATM implied volatility 64.5%