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 $39.55 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 35 (below price · 4.55 / 11.50% away); ↯ Surge, live flow 39 (below price · 0.55 / 1.39% away); ‖ call wall — ceiling, sticky 50 (above price · 10.45 / 26.42% away); ‖ put wall — floor, slippery 35 (below price · 4.55 / 11.50% away); ⚡ gamma flip 40.61 (above price · 1.06 / 2.68% away); ↘ Reversal 50 (above price · 10.45 / 26.42% away)
- Expected move today ±3.96 · pre-open reference
- Strikes nearest the money (high to low): 41 negative, 40.5 negative, 40 negative, 39.5 negative, 39 negative, 38.5 negative
- Since yesterday's close, positioning grew at 35, 39, 42.5 and faded at 39.5, 40, 44.
- ATM implied volatility 69.0%