Tapeab

AKAM

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$6.72 (±5.1%)
125.03 — 138.47
MonthlyJun 18
±$10.35 (±7.9%)
121.40 — 142.10
QuarterlySep 18
±$35.00 (±26.6%)
96.75 — 166.75
Spot
131.8
Call Wall
135
Put Wall
133
Zero Gamma
131.5
Net GEX ($M)
-1.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 138.5
Near EM 125
1M EM 142.1
1M EM 121.4
Spot 131.8
150
149
148
147
146
145
0
144
143
0
142
0
141
140
0.2
139
138
137
136
135
0.5
0
Call Wall
134
133
0.7
Put Wall
132
131
130
129
128
127
0
126
125
124
123
122
121
120
119
118
117
116
115
114
113
112