Tapeab

AES

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$0.15 (±1.0%)
14.51 — 14.81
MonthlyJun 18
±$0.25 (±1.7%)
14.41 — 14.91
QuarterlyAug 21
±$0.63 (±4.3%)
14.03 — 15.29
Spot
14.7
Call Wall
14.5
Put Wall
14.5
Zero Gamma
14.8
Net GEX ($M)
0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 14.8
Near EM 14.5
1M EM 14.9
1M EM 14.4
3M EM 15.3
3M EM 14
Spot 14.7
16.5
16
15.5
15
0.3
0.2
14.5
0.7
0.8
Call WallPut Wall
14
13.5
13
12.5