Tapeab

ABNB

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$3.43 (±2.7%)
125.98 — 132.84
MonthlyJun 18
±$5.54 (±4.3%)
123.87 — 134.95
QuarterlySep 18
±$21.45 (±16.6%)
107.96 — 150.86
Spot
129.4
Call Wall
137
Put Wall
130
Zero Gamma
131.5
Net GEX ($M)
-0.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 132.8
Near EM 126
1M EM 135
1M EM 123.9
Spot 129.4
148
147
146
145
144
143
142
0
141
140
0.1
139
0.1
138
0.1
0.1
137
0.7
Call Wall
136
0
0.4
135
0.1
0.6
134
0.1
0.1
133
0.1
0.1
132
0.1
0.1
131
0.1
0
130
0.7
0.1
Put Wall
129
0.7
128
0.1
127
0.3
126
0
125
0.5
124
0.1
123
122
121
0.1
120
119
118
117
116
115
110