Tapeab

ALB

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$5.28 (±3.3%)
152.99 — 163.55
MonthlyJun 18
±$12.40 (±7.8%)
145.87 — 170.67
QuarterlySep 18
±$39.92 (±25.2%)
118.35 — 198.19
Spot
158.3
Call Wall
155
Put Wall
155
Zero Gamma
158.8
Net GEX ($M)
-0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 163.6
Near EM 153
1M EM 170.7
1M EM 145.9
Spot 158.3
180
177.5
175
172.5
0
170
0
0
167.5
0
165
0.1
0.1
162.5
0
0.1
160
0.2
0.2
157.5
0
0
155
0.3
0.2
Call WallPut Wall
152.5
0
0.1
150
0.1
0
149
0
0
148
0
0
147
146
145
0
144
143
142
141
140
0
139
138
137
136
135