Tapeab

AMD

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$19.65 (±4.3%)
442.40 — 481.70
MonthlyJun 18
±$41.35 (±9.0%)
420.70 — 503.40
QuarterlySep 18
±$143.82 (±31.1%)
318.23 — 605.87
Spot
462.1
Call Wall
500
Put Wall
450
Zero Gamma
477.5
Net GEX ($M)
-3.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 481.7
Near EM 442.4
1M EM 503.4
1M EM 420.7
Spot 462.1
530
525
520
0.2
515
0.5
510
0.3
1.5
505
0.8
500
0.6
4.6
Call Wall
495
0.4
1.1
490
1.4
1.4
485
0.6
1.2
480
2
2.2
475
0.7
0.6
470
1.9
1
465
1.2
0.5
460
2
0.9
455
1.8
0.4
450
3
0.9
Put Wall
445
2
0.6
440
1.6
0.5
435
1.3
430
0.7
425
0.2
420
0.4
415
0.2
410
0.3
405
400
0.3
395