LMND gamma levels.

Where LMND tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.

• LMND $47.42 · down 0.92% on the day · negative gamma overall (moves tend to extend)
• Levels: ★ Volt — biggest level 46 (below price · 1.42 / 2.99% away); ↯ Surge — live flow 48 (above price · 0.58 / 1.22% away); ‖ call wall — ceiling, sticky 50 (above price · 2.58 / 5.44% away); ‖ put wall — floor, slippery 46 (below price · 1.42 / 2.99% away); ⚡ gamma flip 47.94 (above price · 0.52 / 1.10% away); ↘ Reversal 50 (above price · 2.58 / 5.44% away)
• Expected move today ±2.66 · pre-open reference
• Strikes nearest the money (high to low): 48.5 positive, 48 negative, 47.5 negative, 47 negative, 46.5 negative, 46 negative
• Since yesterday's close, positioning grew at 46, 48, 54 and faded at 50.
• Event pricing: the options market prices an unusually large move into 2026-10-30 (±$10.21 by that date, about 2.1x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
• ATM implied volatility 61.6%