Tapeab

ADM

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$3.65 (±4.5%)
77.67 — 84.97
MonthlyJun 18
±$3.65 (±4.5%)
77.67 — 84.97
QuarterlySep 18
±$11.80 (±14.5%)
69.52 — 93.12
Spot
81.3
Call Wall
80
Put Wall
80
Zero Gamma
91.3
Net GEX ($M)
5.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 85
Near EM 77.7
1M EM 85
1M EM 77.7
Spot 81.3
92.5
90
0.7
87.5
0.3
85
0.1
1.2
82.5
0.3
0.7
80
0.5
2.5
Call WallPut Wall
77.5
0.3
75
0.1
1.1
72.5
0.3
70