I've never saved leek seed, but it doesn't look like it's ready. I found this online, seems like it should work pretty well.

The leek seeds can be allowed to dry right on the stalk by simply leaving them there as the season progresses. The flower head will dry and turn papery. If you choose to dry on the stalk, watch the flower head carefully for signs that the dried flowers are opening.

To prevent losing your seed to the ground while it dries, rubber band a lunch-sized paper bag over the flower head. If you have a muslin bag, you can use that, too. This will ensure that your seed will fall inside your bag while it dries on the plant, instead of onto the ground.

If you live where rain will likely ruin the paper bag or cause rot inside a muslin one, cut the stalks and bring them inside when you notice the seeds are dark and the flowers have faded. Invert your cut stalks and place them, head first, into a paper bag to hang them in a well ventilated place to finish drying.