Tapeab

ABBV

Gamma exposure levels

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Expected Move

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

NearestJun 12
±$3.79 (±1.7%)
221.77 — 229.35
MonthlyJun 18
±$7.09 (±3.1%)
218.47 — 232.65
QuarterlySep 18
±$27.57 (±12.2%)
197.99 — 253.13
Spot
225.6
Call Wall
225
Put Wall
225
Zero Gamma
223.8
Net GEX ($M)
4.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 229.4
Near EM 221.8
1M EM 232.7
1M EM 218.5
3M EM 253.1
3M EM 198
Spot 225.6
255
252.5
250
247.5
245
242.5
240
237.5
235
0.9
232.5
0.2
230
0.8
227.5
0.6
225
0.4
1.9
Call WallPut Wall
222.5
0.3
0.2
220
0.2
0.7
217.5
0.2
0.2
215
0.2
0.1
212.5
210
0.1
207.5
205
202.5
200
197.5
195
192.5