Tapeab

ALGN

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
±$6.30 (±3.7%)
164.20 — 176.80
MonthlyJun 18
±$9.75 (±5.7%)
160.75 — 180.25
QuarterlySep 18
±$36.45 (±21.4%)
134.05 — 206.95
Spot
170.5
Call Wall
170
Put Wall
170
Zero Gamma
168.8
Net GEX ($M)
0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 176.8
Near EM 164.2
1M EM 180.3
1M EM 160.8
Spot 170.5
195
192.5
190
187.5
0
185
0
182.5
0
180
0
177.5
0
175
0
0
172.5
0
0
170
0.1
0
Call WallPut Wall
167.5
0
0
165
0
0
162.5
0
0
160
0
0
157.5
155
0
152.5
150
149
148
147
146
145
0