Tapeab

AMAT

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
±$24.50 (±4.6%)
509.04 — 558.04
MonthlyJun 18
±$49.02 (±9.2%)
484.52 — 582.56
QuarterlySep 18
±$161.95 (±30.4%)
371.59 — 695.49
Spot
533.5
Call Wall
525
Put Wall
525
Zero Gamma
477.5
Net GEX ($M)
3.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 558
Near EM 509
1M EM 582.6
1M EM 484.5
Spot 533.5
610
600
590
585
580
0.1
575
570
0.1
565
0.1
560
0.2
555
0.1
550
0.3
545
0.2
540
0.5
535
0.1
530
0.3
525
0.1
0.8
Call WallPut Wall
520
0.4
515
0.1
510
0
0.3
505
0.1
500
0
0.2
495
0
0.1
490
0.1
485
480
0
475
470
0
0
465
460
455