Tapeab

ACN

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
±$5.58 (±3.3%)
164.24 — 175.40
MonthlyJun 18
±$16.20 (±9.5%)
153.62 — 186.02
QuarterlySep 18
±$35.95 (±21.2%)
133.87 — 205.77
Spot
169.8
Call Wall
177.5
Put Wall
170
Zero Gamma
176.3
Net GEX ($M)
-0.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 175.4
Near EM 164.2
1M EM 186
1M EM 153.6
Spot 169.8
195
192.5
190
187.5
0.1
185
0.2
182.5
180
0
0.1
177.5
0.1
0.6
Call Wall
175
0.5
0.1
172.5
0.2
170
0.7
0
Put Wall
167.5
0.2
165
0.1
0.1
162.5
0.3
160
0.1
157.5
155
0
152.5
150
149
148
145