Tapeab

AMGN

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
±$6.27 (±1.8%)
339.75 — 352.29
MonthlyJun 18
±$11.35 (±3.3%)
334.67 — 357.37
QuarterlySep 18
±$43.22 (±12.5%)
302.80 — 389.24
Spot
346
Call Wall
350
Put Wall
342.5
Zero Gamma
343.8
Net GEX ($M)
0.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 352.3
Near EM 339.8
1M EM 357.4
1M EM 334.7
3M EM 389.2
3M EM 302.8
Spot 346
395
390
385
380
377.5
375
372.5
370
367.5
365
0
362.5
360
0.1
357.5
0
355
0
0.1
352.5
0.1
350
0
0.3
Call Wall
347.5
0
0
345
0.1
0.3
342.5
0.2
0.1
Put Wall
340
0.1
0.1
337.5
0
0.1
335
0.2
0.1
332.5
0
330
0
0
327.5
325
0
322.5
0
320
317.5
315
312.5
310
307.5
305
302.5
300
297.5
295