Tapeab

ADSK

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
±$7.78 (±3.5%)
214.12 — 229.68
MonthlyJun 18
±$11.07 (±5.0%)
210.83 — 232.97
QuarterlySep 18
±$41.60 (±18.8%)
180.30 — 263.50
Spot
221.9
Call Wall
220
Put Wall
220
Zero Gamma
221.3
Net GEX ($M)
-0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 229.7
Near EM 214.1
1M EM 233
1M EM 210.8
Spot 221.9
255
252.5
250
247.5
245
242.5
240
0
237.5
0
235
0
0.1
232.5
0.2
230
0
0
227.5
0
0
225
0.1
0
222.5
0
0
220
0.3
0.3
Call WallPut Wall
217.5
0.2
215
0
212.5
0
210
0
207.5
205
200
195
190