Tapeab

AAPL

Gamma exposure levels

Back to GEX

Expected Move

ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.

NearestJun 12
±$4.32 (±1.5%)
289.42 — 298.06
MonthlyJun 18
±$9.03 (±3.1%)
284.71 — 302.77
QuarterlySep 18
±$32.75 (±11.2%)
260.99 — 326.49
Spot
293.7
Call Wall
295
Put Wall
290
Zero Gamma
291.3
Net GEX ($M)
46.1

Gamma exposure by strike ($M, per 1% move)

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 298.1
Near EM 289.4
1M EM 302.8
1M EM 284.7
3M EM 326.5
3M EM 261
Spot 293.7
337.5
335
332.5
330
327.5
325
322.5
320
317.5
315
312.5
310
307.5
2
305
3.5
302.5
2.3
2.8
300
6.9
15.1
297.5
4.7
14.4
295
7.3
37.6
Call Wall
292.5
7.7
13.5
290
13.8
11
Put Wall
287.5
6.3
285
4.2
282.5
1.6
280
1.8
277.5
275
272.5
270
267.5
265
260
257.5
255
250