Tapeab

AEP

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$3.65 (±2.8%)
125.35 — 132.65
MonthlyJun 18
±$3.65 (±2.8%)
125.35 — 132.65
QuarterlySep 18
±$13.10 (±10.2%)
115.90 — 142.10
Spot
129
Call Wall
130
Put Wall
125
Zero Gamma
127.5
Net GEX ($M)
2.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 132.7
Near EM 125.4
1M EM 132.7
1M EM 125.4
3M EM 142.1
3M EM 115.9
Spot 129
145
140
0.4
135
1.7
130
0.6
2.8
Call Wall
125
2.2
0.9
Put Wall
120
0.4
0.1
115
110