Tapeab

ABT

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
±$1.45 (±1.6%)
87.71 — 90.61
MonthlyJun 18
±$3.00 (±3.4%)
86.16 — 92.16
QuarterlySep 18
±$11.90 (±13.4%)
77.26 — 101.06
Spot
89.2
Call Wall
91
Put Wall
88
Zero Gamma
89.5
Net GEX ($M)
-1.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 90.6
Near EM 87.7
1M EM 92.2
1M EM 86.2
3M EM 101.1
3M EM 77.3
Spot 89.2
102
101
100
99
98
97
96
95
94
93
0.2
92
0.8
91
0.5
1.5
Call Wall
90
0.7
0.8
89
0.4
0.2
88
3.3
0.1
Put Wall
87
0.2
0.1
86
85
0.2
84
83
82
81
80
79
78
77
76