Tapeab

ADBE

Gamma exposure levels

Expected Move

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

NearestJun 12
±$19.62 8.8%)
203.07242.31
MonthlyJun 18
±$22.30 10.0%)
200.39244.99
QuarterlySep 18
±$46.70 21.0%)
175.99269.39
Spot
222.7
Call Wall
255
Put Wall
220
Zero Gamma
248.8
Net GEX ($M)
-2.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 242.3
Near EM 203.1
1M EM 245
1M EM 200.4
Spot 222.7
255
0.1
0.3
Call Wall
252.5
0.1
0
250
0.2
0.3
247.5
0.1
0
245
0.1
0.1
242.5
0.2
0.1
240
0.4
0.1
237.5
0.1
0
235
0.3
0.1
232.5
0.1
230
0.3
0
227.5
0.1
225
0.3
0
222.5
0.1
220
0.5
0
Put Wall
217.5
0.1
215
0.2
212.5
0
210
0.2
207.5
0.1
205
0.1
202.5
0
200
0.2
197.5
195
0.1
192.5
190
0