Tapeab

AMCR

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$1.50 (±3.9%)
37.00 — 40.00
MonthlyJun 18
±$1.50 (±3.9%)
37.00 — 40.00
QuarterlyOct 16
±$6.35 (±16.5%)
32.15 — 44.85
Spot
38.5
Call Wall
38
Put Wall
37
Zero Gamma
37.5
Net GEX ($M)
-0.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 40
Near EM 37
1M EM 40
1M EM 37
Spot 38.5
44
43
0.1
0.1
42
0.1
41
0.2
40
0.1
0.3
39
0.2
0.3
38
0.5
1.7
Call Wall
37
1
Put Wall
36
0.8
35
0.5
34
33